ProShares VIX Short-Term Futures ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.82% (-10.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.0021 | 12.67 | |
| 0.1964 | 20.46 | |
| 0.8938 | 100.68 | |
| 5.3500 | 7.63 |
Estimation Period:
Jan 4, 2011 to Feb 6, 2026
Jan 4, 2011 to Feb 6, 2026
Other ProShares VIX Short-Term Futures ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs