Proshares S&P Kensho Smart Factories ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.00% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1041 | 6.04 | |
| 0.0101 | 2.72 | |
| 0.9303 | 145.45 | |
| 0.0526 | 3.36 |
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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