ProShares Decline of the Retail Store ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.08% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 8.04 | |
| 0.1015 | 9.59 | |
| 0.9148 | 195.96 | |
| -0.0756 | -5.92 |
Estimation Period:
Nov 16, 2017 to Feb 6, 2026
Nov 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares Decline of the Retail Store ETF Analyses
Other GJR-GARCH Analyses on ETFs