ProShares S&P 500 Dividend Aristocrats ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.86% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0080 | -2.75 | |
| 0.2351 | 30.20 | |
| 0.9555 | 451.36 | |
| -0.1446 | -21.74 |
Estimation Period:
Oct 10, 2013 to Feb 6, 2026
Oct 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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