ProShares Ultra VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:105.93% (-6.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8193 | 6.47 | |
| 0.2339 | 7.54 | |
| 0.5930 | 13.57 | |
| 0.2757 | 3.67 | |
| -0.4282 | -3.69 | |
| 0.2809 | 3.27 | |
| -0.2574 | -2.80 | |
| 0.3422 | 2.89 |
Estimation Period:
Nov 8, 2011 to Nov 14, 2025
Nov 8, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other ProShares Ultra VIX Short-Term Futures ETF Analyses
Other Spline-GARCH Analyses on ETFs