Proshares S&P Kensho Smart Factories ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.07% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8405 | 8.34 | |
| 0.0445 | 1.27 | |
| 0.8418 | 8.57 | |
| -0.8384 | -3.42 | |
| 1.4540 | 3.66 | |
| -1.0647 | -2.46 |
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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