ProShares MSCI Transformational Changes ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.06% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 8.40 | |
| 0.0000 | 0.00 | |
| 0.8714 | 150.37 | |
| 0.1910 | 11.74 |
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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