ProShares Decline of the Retail Store ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.99% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1025 | 18.58 | |
| 0.9165 | 155.29 | |
| -0.0795 | -12.04 | |
| 1.7313 | 0.06 | |
| 0.3518 | 0.06 | |
| 0.0000 | 0.00 |
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 MF2-GARCH Analyses on ETFs