ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:114.40% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2463 | 11.77 | |
| 0.2324 | 7.64 | |
| 0.6143 | 14.21 | |
| 0.0026 | 2.83 |
Estimation Period:
Nov 8, 2011 to Nov 21, 2025
Nov 8, 2011 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs