VIXY (US) share price forecast & AI signal — ProShares VIX Short-Term Futures ETF
Week of 2026-10-30 · ETF
Exact confidence, 1-week / 1-month / 3-month breakdown, plain-English AI write-up, bull-vs-bear debate, support & resistance.
Get 5 free tokens — no card Already a member? Open the full analysisWhat the model sees in VIXY
ProShares VIX Short-Term Futures ETF is a ETF stock listed on the US. For the week of 2026-10-30 the ACE machine-learning model rates it a SELL with moderate confidence, based on technical indicators and the stock's own historical patterns across three time horizons. The direction is updated every model run.
About ProShares VIX Short-Term Futures ETF
The index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the S&P 500 over 30 days in the future.
Recent closes
| Date | Close |
|---|---|
| 2026-11-06 | $21.03 |
| 2026-11-05 | $21.22 |
| 2026-11-04 | $16.36 |
| 2026-11-03 | $18.12 |
| 2026-11-02 | $18.43 |
| 2026-10-30 | $18.41 |
| 2026-10-29 | $16.66 |
VIXY FAQ
Is ProShares VIX Short-Term Futures ETF (VIXY) a buy or sell this week?
The ACE Stock Bots machine-learning model rates VIXY a SELL for the week of 2026-10-30 with moderate confidence. The exact confidence and the 1-week, 1-month and 3-month breakdown are free with a signup (5 analysis tokens, no card).
What is the AI share price forecast for VIXY?
Every week the model scores VIXY across three horizons using technical indicators and the stock's own historical patterns. An AI then writes a plain-English summary with support and resistance levels, and a bull analyst and a bear analyst argue the case.
Is this financial advice?
No. ACE Stock Bots provides general information generated by software. It does not consider your objectives, financial situation or needs. Read the disclaimer and consider licensed advice before acting.
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Signals are generated by software for general information only and are not a recommendation to buy or sell. See the disclaimer.