Proshares Merger ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.28% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9440 | 2.77 | |
| 0.1648 | 5.10 | |
| 0.6274 | 10.74 | |
| -0.0078 | -0.01 | |
| -0.4054 | -0.53 | |
| 0.9897 | 2.44 | |
| -1.1606 | -3.38 | |
| 1.0942 | 3.43 | |
| -0.8518 | -3.42 | |
| 0.6044 | 2.35 | |
| -0.3814 | -1.56 |
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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