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V-Lab

Proshares Merger ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.66% (-0.28%)
Analysis last updated: Tuesday, February 10, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Proshares Merger ETF SGARCH
paramt-stat
ω0.86132.11
α0.15445.00
β0.648010.83
γ1-0.3959-0.42
γ20.35080.27
γ3-0.1894-0.24
γ40.97131.18
γ5-1.8034-2.39
γ62.08273.38
γ7-1.6378-3.33
γ81.01321.85
γ9-0.8927-1.53
γ101.97201.94
Estimation Period:
Dec 13, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts