ProShares Large Cap Core Plus GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.70% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 13.96 | |
| 0.0138 | 1.59 | |
| 0.8365 | 111.95 | |
| 0.2371 | 22.37 |
Estimation Period:
Jul 14, 2009 to Feb 6, 2026
Jul 14, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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