ProShares UltraShort MSCI Japan MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.83% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1733 | 27.00 | |
| 0.7823 | 101.88 | |
| -0.1597 | -20.53 | |
| 0.5988 | 1.97 | |
| 0.2624 | 2.59 | |
| 0.6180 | 3.95 |
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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