Proshares Merger ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.36% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 15.58 | |
| 0.1385 | 8.14 | |
| 0.7237 | 58.60 | |
| -0.0092 | -0.36 |
Estimation Period:
Dec 13, 2012 to Feb 6, 2026
Dec 13, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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