ProShares MSCI Transformational Changes ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.32% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 0.66 | |
| 0.1107 | 25.51 | |
| 0.8339 | 172.08 | |
| 0.8112 | 22.33 |
Estimation Period:
Oct 16, 2020 to Feb 13, 2026
Oct 16, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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