ProShares Ultra MSCI Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.89% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2483 | 20.51 | |
| 0.0342 | 6.74 | |
| 0.8559 | 175.14 | |
| 0.1170 | 10.57 |
Estimation Period:
Jun 5, 2009 to Feb 13, 2026
Jun 5, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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