ProShares UltraShort Lehman 7-10 Year Treasury AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.73% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 11.73 | |
| 0.0534 | 30.82 | |
| 0.9383 | 463.58 | |
| -0.0320 | -1.44 |
Estimation Period:
May 22, 2008 to Feb 6, 2026
May 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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