ProShares UltraShort MSCI EAFE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.95% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 7.39 | |
| 0.1391 | 17.00 | |
| 0.9758 | 497.37 | |
| 0.1110 | 23.26 |
Estimation Period:
Oct 25, 2007 to Feb 6, 2026
Oct 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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