Proshares S&P Kensho Smart Factories ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.17% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0078 | 2.24 | |
| 0.8806 | 67.26 | |
| 0.0623 | 7.45 | |
| 1.5852 | 0.42 | |
| 0.4473 | 0.50 | |
| 0.0000 | 0.00 |
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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