V-Lab: ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:77.96% (+3.83%)

Analysis last updated: Tuesday, July 8, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4918	3.49
$α$	0.2302	7.26
$β$	0.5824	12.55
$γ_{1}$	-0.2147	-0.52
$γ_{2}$	0.7888	1.37
$γ_{3}$	-1.0588	-2.85
$γ_{4}$	0.6002	1.48
$γ_{5}$	-0.0303	-0.07
$γ_{6}$	0.0141	0.03
$γ_{7}$	-0.4978	-1.10
$γ_{8}$	0.8694	2.39
$γ_{9}$	-0.6648	-2.72

Estimation Period:
Nov 8, 2011 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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