Proshares Merger ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.28% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4317 | -8.06 | |
| 0.2616 | 16.31 | |
| 0.7847 | 33.10 | |
| -0.0103 | -0.55 |
Estimation Period:
Dec 13, 2012 to Feb 6, 2026
Dec 13, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Proshares Merger ETF Analyses
Other EGARCH Analyses on ETFs