Proshares S&P Kensho Smart Factories ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.63% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 4.85 | |
| 0.0794 | 10.37 | |
| 0.9731 | 250.80 | |
| -0.0403 | -5.43 |
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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