ProShares K-1 Free Crude Oil ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.95% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1737 | 13.17 | |
| 0.0636 | 5.43 | |
| 0.8586 | 107.70 | |
| 0.0732 | 3.73 |
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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