ProShares UltraShort MidCap400 EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.09% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 8.63 | |
| 0.1469 | 36.30 | |
| 0.9799 | 656.35 | |
| 0.1266 | 38.80 |
Estimation Period:
Jul 13, 2006 to Feb 6, 2026
Jul 13, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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