ProShares VIX Mid-Term Futures ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.19% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2456 | 31.59 | |
| 0.7915 | 120.68 | |
| -0.2295 | -27.64 | |
| 1.6580 | 1.77 | |
| 0.5379 | 1.85 | |
| 0.0000 | 0.00 |
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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