ProShares K-1 Free Crude Oil ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.31% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 11.35 | |
| 0.2019 | 12.47 | |
| 0.9614 | 291.43 | |
| -0.0663 | -5.38 |
Estimation Period:
Sep 28, 2016 to Feb 6, 2026
Sep 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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