ProShares UltraShort MSCI Japan Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.76% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4000 | 10.68 | |
| 0.1076 | 6.75 | |
| 0.8417 | 41.40 | |
| 0.0089 | 4.30 |
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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