ProShares UltraShort MSCI Japan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.14% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1951 | 7.31 | |
| 0.1076 | 6.75 | |
| 0.8418 | 41.03 | |
| -0.0126 | -0.88 | |
| 0.0350 | 1.70 | |
| -0.0320 | -3.05 |
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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