ProShares Short MidCap 400 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.45% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 16.07 | |
| 0.1732 | 27.58 | |
| 0.8919 | 376.95 | |
| -0.1650 | -25.19 |
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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