ProShares MSCI Transformational Changes ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.89% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8463 | 85.19 | |
| 0.1769 | 21.13 | |
| 0.0164 | 1.70 | |
| 0.0471 | 1.73 | |
| 0.9400 | 26.58 |
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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