ProShares UltraShort MidCap400 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.72% (+15.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8531 | 5.59 | |
| 0.1065 | 8.18 | |
| 0.8656 | 56.71 | |
| -0.0323 | -2.51 | |
| 0.0611 | 3.31 | |
| -0.0413 | -4.27 |
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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