ProShares UltraShort MidCap400 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.32% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1129 | 16.23 | |
| 0.1772 | 28.69 | |
| 0.8967 | 391.39 | |
| -0.1713 | -26.26 |
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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