ProShares Short MSCI Emerging Markets Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.38% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6397 | 8.68 | |
| 0.1053 | 7.88 | |
| 0.8604 | 55.15 | |
| 0.0184 | 4.28 | |
| -0.0197 | -3.61 |
Estimation Period:
Nov 1, 2007 to Feb 6, 2026
Nov 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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