ProShares UltraShort MSCI Brazil Capped Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:83.19% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1584 | 5.28 | |
| 0.0762 | 4.79 | |
| 0.8750 | 38.68 | |
| 0.1669 | 0.57 | |
| -0.2652 | -0.56 | |
| 0.4472 | 1.27 | |
| -0.6658 | -2.21 | |
| 0.3741 | 1.14 | |
| -0.0711 | -0.21 | |
| 0.1788 | 0.58 | |
| -0.5716 | -1.71 | |
| 0.9767 | 1.67 | |
| -0.8641 | -1.39 |
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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