ProShares Hedge Replication ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.30% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4299 | 5.78 | |
| 0.0864 | 6.02 | |
| 0.8871 | 55.98 | |
| 0.0454 | 3.30 | |
| -0.0729 | -2.59 |
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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