Proshares S&P 500 DYN BF ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.54% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 9.60 | |
| 0.0616 | 1.63 | |
| 0.0000 | 0.00 | |
| 0.3486 | 2.47 |
Estimation Period:
Jun 26, 2025 to Feb 6, 2026
Jun 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Proshares S&P 500 DYN BF ETF Analyses
Other GJR-GARCH Analyses on ETFs