ProShares Large Cap Core Plus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.18% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3752 | 7.28 | |
| 0.1450 | 7.87 | |
| 0.8150 | 37.90 | |
| 0.0219 | 3.41 | |
| -0.0270 | -3.29 |
Estimation Period:
Jul 14, 2009 to Feb 13, 2026
Jul 14, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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