ProShares VIX Mid-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.80% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1031 | 8.34 | |
| 0.1929 | 6.51 | |
| 0.7338 | 20.37 | |
| 0.0019 | 0.57 |
Estimation Period:
Jan 4, 2011 to Feb 6, 2026
Jan 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares VIX Mid-Term Futures ETF Analyses
Other Spline-GARCH Analyses on ETFs