ProShares Short MSCI EAFE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.22% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 15.03 | |
| 0.1692 | 24.88 | |
| 0.8937 | 375.67 | |
| -0.1444 | -18.72 |
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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