ProShares Short MSCI Emerging Markets GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.17% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 14.38 | |
| 0.1423 | 22.99 | |
| 0.9040 | 370.50 | |
| -0.1230 | -17.26 |
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 GJR-GARCH Analyses on ETFs