ProShares UltraShort MSCI Emerging Markets Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.27% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0098 | 3.96 | |
| 0.1019 | 7.72 | |
| 0.8643 | 56.18 | |
| -0.5284 | -1.71 | |
| 0.6845 | 1.56 | |
| -0.2260 | -0.83 | |
| 0.2991 | 1.04 | |
| -0.5024 | -1.69 | |
| 0.4775 | 1.73 | |
| -0.1814 | -0.71 | |
| -0.3534 | -0.93 | |
| 0.9372 | 1.30 | |
| -0.9659 | -1.30 |
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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