ProShares Ultra VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:106.60% (+14.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5330 | 3.70 | |
| 0.2309 | 7.53 | |
| 0.5770 | 12.67 | |
| -0.1210 | -0.34 | |
| 0.6131 | 1.22 | |
| -0.9577 | -3.04 | |
| 0.6063 | 1.76 | |
| -0.0113 | -0.03 | |
| -0.1887 | -0.47 | |
| -0.1953 | -0.45 | |
| 0.7813 | 1.83 | |
| -1.2730 | -2.15 |
Estimation Period:
Nov 8, 2011 to Feb 6, 2026
Nov 8, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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