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

V-Lab

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

Volatility Prediction for Thursday, May 22nd, 2025:136.42% (+20.15%)

Analysis last updated: Thursday, May 22, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8362	6.71
$α$	0.2301	7.21
$β$	0.5855	12.56
$γ_{1}$	0.3227	4.03
$γ_{2}$	-0.5079	-4.12
$γ_{3}$	0.3517	3.82
$γ_{4}$	-0.3544	-3.52
$γ_{5}$	0.5328	3.61

Estimation Period:
Nov 8, 2011 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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