Proshares Nas100 DYN BUF ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.19% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 5.90 | |
| 0.0839 | 3.19 | |
| 0.4714 | 8.09 | |
| 0.1550 | 1.71 |
Estimation Period:
Jun 26, 2025 to Feb 13, 2026
Jun 26, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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