ProShares VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:66.72% (-6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8447 | 4.14 | |
| 0.2227 | 7.19 | |
| 0.6055 | 13.01 | |
| -0.5564 | -2.75 | |
| 0.9812 | 3.39 | |
| -0.7158 | -3.34 | |
| 0.4458 | 1.96 | |
| -0.1082 | -0.48 | |
| -0.2907 | -1.38 | |
| 0.4785 | 2.62 | |
| -0.3161 | -2.55 |
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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