ProShares Short MSCI Emerging Markets EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.46% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 5.58 | |
| 0.1585 | 35.73 | |
| 0.9838 | 910.11 | |
| 0.0888 | 19.84 |
Estimation Period:
Nov 1, 2007 to Feb 6, 2026
Nov 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares Short MSCI Emerging Markets Analyses
Other EGARCH Analyses on ETFs