ProShares UltraShort MSCI Emerging Markets Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.72% (+3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2699 | 5.96 | |
| 0.1060 | 7.59 | |
| 0.8573 | 51.03 | |
| -0.1283 | -1.81 | |
| 0.2328 | 2.10 | |
| -0.1599 | -1.88 | |
| 0.1471 | 1.81 | |
| -0.2456 | -2.32 | |
| 0.5908 | 1.96 |
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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