ProShares Ultra VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:74.50% (-5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2550 | 11.85 | |
| 0.2335 | 7.69 | |
| 0.6126 | 14.18 | |
| 0.0027 | 2.96 |
Estimation Period:
Nov 8, 2011 to Dec 24, 2025
Nov 8, 2011 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs