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ProShares VIX Short-Term Futures ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.56% (-7.56%)
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 SGARCH
paramt-stat
ω0.83674.16
α0.22217.18
β0.602412.83
γ1-0.5670-2.82
γ20.99763.46
γ3-0.7247-3.41
γ40.44741.99
γ5-0.0948-0.42
γ6-0.3380-1.57
γ70.60442.71
γ8-0.6542-1.91
Estimation Period:
Jan 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts