ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:75.38% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2646 | 11.84 | |
| 0.2344 | 7.74 | |
| 0.6133 | 14.29 | |
| 0.0027 | 3.05 |
Estimation Period:
Nov 8, 2011 to Jan 9, 2026
Nov 8, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs