ProShares VIX Short-Term Futures ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.61% (-7.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6590 | 20.96 | |
| 0.2339 | 31.69 | |
| 0.6289 | 58.20 |
Estimation Period:
Jan 4, 2011 to Feb 13, 2026
Jan 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other ProShares VIX Short-Term Futures ETF Analyses
Other GARCH Analyses on ETFs