Proshares S&P 500 HI Inc ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.65% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7103 | 5.07 | |
| 0.0961 | 7.33 | |
| 0.9384 | 72.01 | |
| 6.5701 | 1.34 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
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