ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:136.51% (+18.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2591 | 11.97 | |
| 0.2377 | 7.85 | |
| 0.6064 | 14.05 | |
| 0.0026 | 3.02 |
Estimation Period:
Nov 8, 2011 to Mar 13, 2026
Nov 8, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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