ProShares Hedge Replication ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.72% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0011 | -2.16 | |
| 0.0730 | 23.60 | |
| 0.9062 | 282.05 | |
| 0.2545 | 15.76 |
Estimation Period:
Jul 14, 2011 to Feb 6, 2026
Jul 14, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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