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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	-0.0742	-12.70
$α$	0.2600	23.02
$β$	0.9607	370.06
$γ$	-0.0829	-7.97

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ProShares Investment Grade-Interest Rate Hedged EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:4.45% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ProShares Investment Grade-Interest Rate Hedged Analyses