Proshares S&P 500 HI Inc ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.70% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0196 | -0.78 | |
| 0.0050 | 0.32 | |
| 0.9497 | 79.84 | |
| -0.1985 | -13.43 |
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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