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ProShares UltraShort MSCI Brazil Capped Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:114.99% (-0.91%)
Analysis last updated: Friday, February 13, 2026 at 11:31 PM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of ProShares UltraShort MSCI Brazil Capped SGARCH
paramt-stat
ω1.06895.69
α0.07664.70
β0.869433.59
γ1-0.0424-0.41
γ20.23841.60
γ3-0.3599-3.43
γ40.19961.75
γ50.02850.23
γ6-0.2754-2.05
γ70.84752.47
Estimation Period:
Jun 19, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts