ProShares Short MidCap 400 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.27% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8545 | 6.03 | |
| 0.1109 | 8.31 | |
| 0.8574 | 56.48 | |
| -0.0312 | -2.56 | |
| 0.0587 | 3.35 | |
| -0.0395 | -4.28 |
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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