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	param	t-stat
$ω$	1.2571	11.93
$α$	0.2359	7.89
$β$	0.6107	14.36
$γ_{1}$	0.0026	2.98

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra VIX Short-Term Futures ETF Analyses