ProShares UltraShort MSCI Emerging Markets GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.38% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1783 | 7.43 | |
| 0.1637 | 11.11 | |
| 0.9027 | 250.55 | |
| -0.1564 | -12.77 |
Estimation Period:
Nov 1, 2007 to Feb 6, 2026
Nov 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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