ProShares MSCI Transformational Changes ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.15% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0458 | 5.03 | |
| 0.1098 | 4.71 | |
| 0.8638 | 34.62 | |
| 0.0038 | 0.30 |
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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