ProShares Short MSCI EAFE AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.04% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0074 | -3.22 | |
| 0.0999 | 32.92 | |
| 0.8841 | 336.15 | |
| -0.6121 | -24.00 |
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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