Proshares S&P 500 DYN BF ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.71% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.3465 | -10.18 | |
| 0.3466 | 7.12 | |
| 0.0052 | 0.05 | |
| -0.0701 | -1.55 |
Estimation Period:
Jun 26, 2025 to Feb 6, 2026
Jun 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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