ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:156.55% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5204 | 3.60 | |
| 0.2288 | 7.30 | |
| 0.5861 | 12.87 | |
| -0.1616 | -0.42 | |
| 0.6924 | 1.28 | |
| -1.0038 | -2.90 | |
| 0.5949 | 1.56 | |
| -0.0035 | -0.01 | |
| -0.1125 | -0.25 | |
| -0.3073 | -0.68 | |
| 0.7124 | 1.92 | |
| -0.5868 | -2.52 |
Estimation Period:
Nov 8, 2011 to Oct 10, 2025
Nov 8, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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