ProShares Trust - ProShares MSCI Europe Dividend Growers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.86% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 10.66 | |
| 0.0142 | 3.22 | |
| 0.9233 | 208.04 | |
| 0.0818 | 9.77 |
Estimation Period:
Sep 11, 2015 to Feb 6, 2026
Sep 11, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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