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V-Lab

ProShares Ultra VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:106.60% (+14.66%)
Analysis last updated: Friday, February 6, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares Ultra VIX Short-Term Futures ETF SGARCH
paramt-stat
ω1.53303.70
α0.23097.53
β0.577012.67
γ1-0.1210-0.34
γ20.61311.22
γ3-0.9577-3.04
γ40.60631.76
γ5-0.0113-0.03
γ6-0.1887-0.47
γ7-0.1953-0.45
γ80.78131.83
γ9-1.2730-2.15
Estimation Period:
Nov 8, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts