ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:73.45% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2515 | 11.83 | |
| 0.2334 | 7.68 | |
| 0.6123 | 14.14 | |
| 0.0027 | 2.91 |
Estimation Period:
Nov 8, 2011 to Dec 12, 2025
Nov 8, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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