ProShares MSCI Emerging Markets Dividend Growers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.47% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 12.01 | |
| 0.0680 | 8.39 | |
| 0.8675 | 119.88 | |
| 0.0629 | 3.98 |
Estimation Period:
Jan 27, 2016 to Feb 6, 2026
Jan 27, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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