ProShares Global Listed Private Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.05% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 9.47 | |
| 0.0314 | 4.25 | |
| 0.8913 | 177.24 | |
| 0.0990 | 6.67 |
Estimation Period:
Feb 28, 2013 to Feb 13, 2026
Feb 28, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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