In this paper, we present Elucidated Rolling Diffusion Models (ERDM) to solve the Limitations of diffusion models, a powerful tool for probabilistic forecasting in high-dimensional chaotic systems. Existing diffusion models struggle to model complex temporal dependencies by predicting future snapshots one by one and fail to explicitly consider the growth of uncertainty. In this paper, we propose ERDMs that integrate a rolling forecasting architecture with high-performance Elucidated Diffusion Models (EDMs). This is made possible by a novel loss weighting scheme, an efficient initialization strategy using pre-trained EDMs, and a custom hybrid sequence architecture for robust spatiotemporal feature extraction under progressive denoising. We demonstrate that they outperform existing diffusion model-based baseline models on 2D Navier-Stokes simulations and ERA5 global weather forecasts.