ProShares S&P Kensho Cleantech ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.67% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1416 | 4.83 | |
| 0.0270 | 5.51 | |
| 0.9446 | 137.43 | |
| 0.0198 | 1.66 |
Estimation Period:
Sep 30, 2021 to Feb 6, 2026
Sep 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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