Proshares S&P Kensho Smart Factories ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.83% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8564 | 8.37 | |
| 0.0458 | 1.29 | |
| 0.8469 | 9.23 | |
| -0.7632 | -3.28 | |
| 1.2778 | 3.70 | |
| -0.7100 | -3.92 |
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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