Proshares S&P 500 HI Inc ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.95% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 6.46 | |
| 0.0000 | 0.00 | |
| 0.8421 | 54.52 | |
| 0.1496 | 3.68 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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