Proshares Big Data Refiners ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.35% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1511 | 12.22 | |
| 0.1092 | 24.26 | |
| 0.8531 | 169.84 | |
| 0.4752 | 9.20 |
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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