ProShares UltraShort FTSE Europe GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.14% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1049 | 14.32 | |
| 0.1722 | 21.05 | |
| 0.8885 | 308.82 | |
| -0.1410 | -15.95 |
Estimation Period:
Jun 22, 2009 to Feb 6, 2026
Jun 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares UltraShort FTSE Europe Analyses
Other GJR-GARCH Analyses on ETFs