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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8605	5.42***
α ARCH Response to squared shocks	0.2326	7.88***
β GARCH Volatility persistence	0.5988	14.39***

γ₁	0.3603	2.11**
γ₂	-0.4189	-1.62
γ₃	-0.0440	-0.25
γ₄	0.3232	1.98**
γ₅	-0.5048	-3.09***
γ₆	0.5992	3.52***
γ₇	-0.7961	-2.98***

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