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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8554	5.37***
α ARCH Response to squared shocks	0.2341	7.88***
β GARCH Volatility persistence	0.5972	14.30***

γ₁	0.3566	2.05**
γ₂	-0.4076	-1.55
γ₃	-0.0617	-0.35
γ₄	0.3429	2.08**
γ₅	-0.5197	-3.13***
γ₆	0.6019	3.47***
γ₇	-0.7629	-2.88***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares Ultra VIX Short-Term Futures ETF Analyses