ProShares UltraShort MSCI Japan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.80% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1149 | 7.44 | |
| 0.0840 | 25.30 | |
| 0.9792 | 321.89 | |
| 6.7826 | 4.94 |
Estimation Period:
Nov 8, 2007 to Feb 13, 2026
Nov 8, 2007 to Feb 13, 2026
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