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 Friday, July 11th, 2025:113.76% (-3.17%)

Analysis last updated: Thursday, July 10, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8290	6.67
$α$	0.2319	7.29
$β$	0.5838	12.64
$γ_{1}$	0.3100	3.96
$γ_{2}$	-0.4870	-4.05
$γ_{3}$	0.3345	3.75
$γ_{4}$	-0.3325	-3.46
$γ_{5}$	0.4988	3.73

Estimation Period:
Nov 8, 2011 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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