ProShares Ultra MSCI Japan EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.25% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 11.64 | |
| 0.1534 | 22.86 | |
| 0.9505 | 331.77 | |
| -0.0954 | -14.99 |
Estimation Period:
Jun 5, 2009 to Feb 6, 2026
Jun 5, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares Ultra MSCI Japan Analyses
Other EGARCH Analyses on ETFs