ProShares Short QQQ GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.13% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 17.89 | |
| 0.1896 | 25.19 | |
| 0.8849 | 305.99 | |
| -0.1896 | -23.74 |
Estimation Period:
Jun 21, 2006 to Feb 13, 2026
Jun 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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