ProShares Ultra MidCap400 GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.72% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 14.72 | |
| 0.0116 | 4.46 | |
| 0.8822 | 339.58 | |
| 0.1593 | 21.50 |
Estimation Period:
Jun 21, 2006 to Feb 13, 2026
Jun 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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