ProShares MSCI Transformational Changes ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.18% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4976 | 8.05 | |
| 0.0894 | 17.22 | |
| 0.9822 | 393.67 | |
| 10.5535 | 2.33 |
Estimation Period:
Oct 16, 2020 to Feb 13, 2026
Oct 16, 2020 to Feb 13, 2026
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