ProShares Hedge Replication ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.94% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1961 | 6.16 | |
| 0.0789 | 28.54 | |
| 0.9878 | 498.39 | |
| 6.8062 | 5.66 |
Estimation Period:
Jul 14, 2011 to Feb 6, 2026
Jul 14, 2011 to Feb 6, 2026
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