ProShares UltraShort MSCI Brazil Capped EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.47% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1551 | 11.91 | |
| 0.1577 | 17.08 | |
| 0.9457 | 154.07 | |
| 0.0636 | 4.34 |
Estimation Period:
Jun 19, 2009 to Feb 6, 2026
Jun 19, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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