ProShares S&P 500 Dividend Aristocrats ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.20% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 18.13 | |
| 0.0402 | 8.21 | |
| 0.8243 | 151.66 | |
| 0.2102 | 16.21 |
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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