Proshares Online Retail ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.39% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 12.57 | |
| 0.0462 | 8.64 | |
| 0.8863 | 185.38 | |
| 0.0900 | 6.86 |
Estimation Period:
Jul 16, 2018 to Feb 13, 2026
Jul 16, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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