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	param	t-stat
$ω$	1.7061	4.42
$α$	0.2354	7.89
$β$	0.5941	14.10
$γ_{1}$	0.1834	0.73
$γ_{2}$	-0.0015	0.00
$γ_{3}$	-0.4876	-2.21
$γ_{4}$	0.5295	2.25
$γ_{5}$	-0.2126	-0.79
$γ_{6}$	-0.2688	-0.98
$γ_{7}$	0.6800	2.55
$γ_{8}$	-1.1034	-2.91

V-Lab

ProShares Ultra VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra VIX Short-Term Futures ETF Analyses