ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:95.35% (-10.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2471 | 11.78 | |
| 0.2325 | 7.63 | |
| 0.6139 | 14.18 | |
| 0.0026 | 2.85 |
Estimation Period:
Nov 8, 2011 to Nov 14, 2025
Nov 8, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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