ProShares UltraShort Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.46% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 7.91 | |
| 0.0414 | 12.99 | |
| 0.9593 | 477.72 | |
| -0.0114 | -2.33 |
Estimation Period:
Nov 25, 2008 to Feb 6, 2026
Nov 25, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares UltraShort Euro Analyses
Other GJR-GARCH Analyses on ETFs