ProShares VIX Mid-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.56% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2335 | 20.00 | |
| 0.2584 | 20.08 | |
| 0.7931 | 130.28 | |
| -0.2141 | -15.28 |
Estimation Period:
Jan 4, 2011 to Feb 13, 2026
Jan 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other ProShares VIX Mid-Term Futures ETF Analyses
Other GJR-GARCH Analyses on ETFs