ProShares Short MidCap 400 EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.42% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 3.49 | |
| 0.1469 | 35.25 | |
| 0.9778 | 642.88 | |
| 0.1283 | 35.66 |
Estimation Period:
Jun 21, 2006 to Feb 6, 2026
Jun 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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