Proshares S&P Kensho Smart Factories ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.39% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1471 | 9.24 | |
| 0.0572 | 11.76 | |
| 0.8937 | 108.04 | |
| 0.3194 | 4.10 |
Estimation Period:
Sep 30, 2021 to Feb 6, 2026
Sep 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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