ProShares UltraShort MSCI Brazil Capped Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:114.99% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0689 | 5.69 | |
| 0.0766 | 4.70 | |
| 0.8694 | 33.59 | |
| -0.0424 | -0.41 | |
| 0.2384 | 1.60 | |
| -0.3599 | -3.43 | |
| 0.1996 | 1.75 | |
| 0.0285 | 0.23 | |
| -0.2754 | -2.05 | |
| 0.8475 | 2.47 |
Estimation Period:
Jun 19, 2009 to Feb 13, 2026
Jun 19, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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