Proshares Merger ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.66% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8613 | 2.11 | |
| 0.1544 | 5.00 | |
| 0.6480 | 10.83 | |
| -0.3959 | -0.42 | |
| 0.3508 | 0.27 | |
| -0.1894 | -0.24 | |
| 0.9713 | 1.18 | |
| -1.8034 | -2.39 | |
| 2.0827 | 3.38 | |
| -1.6378 | -3.33 | |
| 1.0132 | 1.85 | |
| -0.8927 | -1.53 | |
| 1.9720 | 1.94 |
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 Spline-GARCH Analyses on ETFs