ProShares MSCI EAFE Dividend Growers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.95% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 13.49 | |
| 0.0282 | 5.62 | |
| 0.8815 | 234.70 | |
| 0.1225 | 10.44 |
Estimation Period:
Aug 21, 2014 to Feb 6, 2026
Aug 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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