ProShares UltraShort MSCI EAFE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.26% (+7.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5835 | 7.59 | |
| 0.1129 | 8.12 | |
| 0.8619 | 60.53 | |
| 0.0094 | 4.04 |
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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