ProShares UltraShort MSCI EAFE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.36% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1607 | 41.51 | |
| 0.8708 | 269.43 | |
| -0.1549 | -30.93 | |
| 0.8291 | 1.72 | |
| 0.8265 | 1.89 | |
| 0.0049 | 0.01 |
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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