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ProShares UltraShort MSCI Brazil Capped Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:83.19% (-0.27%)
Analysis last updated: Thursday, February 12, 2026 at 10:35 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of ProShares UltraShort MSCI Brazil Capped S0GARCH
paramt-stat
ω1.15845.28
α0.07624.79
β0.875038.68
γ10.16690.57
γ2-0.2652-0.56
γ30.44721.27
γ4-0.6658-2.21
γ50.37411.14
γ6-0.0711-0.21
γ70.17880.58
γ8-0.5716-1.71
γ90.97671.67
γ10-0.8641-1.39
Estimation Period:
Jun 19, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts