ProShares UltraShort MSCI Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.32% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1940 | 20.84 | |
| 0.1639 | 19.81 | |
| 0.8714 | 225.92 | |
| -0.1324 | -13.46 |
Estimation Period:
Nov 8, 2007 to Feb 13, 2026
Nov 8, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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