ProShares Ultra MSCI Japan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.16% (+14.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0494 | 7.56 | |
| 0.0957 | 5.02 | |
| 0.8469 | 32.34 | |
| -0.0327 | -2.23 | |
| 0.0660 | 3.08 | |
| -0.0478 | -4.19 |
Estimation Period:
Jun 5, 2009 to Feb 6, 2026
Jun 5, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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