Proshares Big Data Refiners ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.69% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1265 | 8.10 | |
| 0.0237 | 4.93 | |
| 0.8976 | 167.37 | |
| 0.0970 | 5.52 |
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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