ProShares Large Cap Core Plus Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.24% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2337 | 6.87 | |
| 0.1464 | 7.99 | |
| 0.8178 | 39.45 | |
| 0.0084 | 2.53 |
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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