Proshares S&P Kensho Smart Factories ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.88% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1144 | 8.59 | |
| 0.0509 | 9.59 | |
| 0.9126 | 111.64 |
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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