Proshares S&P 500 HI Inc ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.75% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 1.39 | |
| 0.0945 | 14.17 | |
| 0.8256 | 70.24 | |
| 0.7591 | 22.36 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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