ProShares UltraShort MSCI EAFE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.98% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 13.36 | |
| 0.1594 | 22.62 | |
| 0.9014 | 412.71 | |
| -0.1381 | -16.95 |
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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