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	param	t-stat
$ω$	1.2636	11.95
$α$	0.2367	7.92
$β$	0.6106	14.40
$γ_{1}$	0.0026	3.06

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