ProShares VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.56% (-7.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8367 | 4.16 | |
| 0.2221 | 7.18 | |
| 0.6024 | 12.83 | |
| -0.5670 | -2.82 | |
| 0.9976 | 3.46 | |
| -0.7247 | -3.41 | |
| 0.4474 | 1.99 | |
| -0.0948 | -0.42 | |
| -0.3380 | -1.57 | |
| 0.6044 | 2.71 | |
| -0.6542 | -1.91 |
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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