ProShares VIX Short-Term Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.58% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0078 | 22.84 | |
| 0.3356 | 20.61 | |
| 0.7179 | 110.62 | |
| -0.3138 | -16.87 |
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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