ProShares UltraShort MSCI Japan EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.22% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 10.77 | |
| 0.1590 | 28.07 | |
| 0.9698 | 539.68 | |
| 0.0976 | 18.57 |
Estimation Period:
Nov 8, 2007 to Feb 6, 2026
Nov 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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