ProShares VIX Short-Term Futures ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.29% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2964 | 17.31 | |
| 0.1963 | 19.54 | |
| 0.8977 | 200.34 | |
| 0.2053 | 22.82 |
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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