ProShares VIX Mid-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.23% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0898 | 14.21 | |
| 0.2459 | 31.17 | |
| 0.9343 | 277.81 | |
| 0.1421 | 19.99 |
Estimation Period:
Jan 4, 2011 to Feb 6, 2026
Jan 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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