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ProShares VIX Short-Term Futures ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:66.72% (-6.91%)
Analysis last updated: Tuesday, February 10, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares VIX Short-Term Futures ETF S0GARCH
paramt-stat
ω0.84474.14
α0.22277.19
β0.605513.01
γ1-0.5564-2.75
γ20.98123.39
γ3-0.7158-3.34
γ40.44581.96
γ5-0.1082-0.48
γ6-0.2907-1.38
γ70.47852.62
γ8-0.3161-2.55
Estimation Period:
Jan 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts