ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:95.52% (-8.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5136 | 3.59 | |
| 0.2296 | 7.36 | |
| 0.5839 | 12.82 | |
| -0.1630 | -0.42 | |
| 0.6916 | 1.29 | |
| -1.0014 | -2.92 | |
| 0.5959 | 1.59 | |
| -0.0008 | -0.00 | |
| -0.1274 | -0.29 | |
| -0.2833 | -0.63 | |
| 0.6937 | 1.87 | |
| -0.5803 | -2.51 |
Estimation Period:
Nov 8, 2011 to Oct 24, 2025
Nov 8, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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