V-Lab
ProShares Ultra VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:72.09% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.57 | |
| 0.3413 | 18.20 | |
| 0.7316 | 107.86 | |
| -0.3044 | -15.07 |
Estimation Period:
Nov 8, 2011 to Jul 3, 2025
Nov 8, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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