ProShares Ultra VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:170.46% (+4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8258 | 6.48 | |
| 0.2336 | 7.51 | |
| 0.5935 | 13.57 | |
| 0.2832 | 3.72 | |
| -0.4411 | -3.75 | |
| 0.2923 | 3.36 | |
| -0.2722 | -2.93 | |
| 0.3690 | 3.10 |
Estimation Period:
Nov 8, 2011 to Oct 17, 2025
Nov 8, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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