ProShares UltraShort Energy GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.35% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1023 | 11.73 | |
| 0.1192 | 19.90 | |
| 0.9232 | 418.14 | |
| -0.0951 | -13.90 |
Estimation Period:
Feb 1, 2007 to Feb 6, 2026
Feb 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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