ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:167.13% (+6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.42 | |
| 0.3524 | 19.01 | |
| 0.7263 | 108.79 | |
| -0.3164 | -15.83 |
Estimation Period:
Nov 8, 2011 to Mar 6, 2026
Nov 8, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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