Proshares Ultrashrt QQQ Mega EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:33.14% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 1.20 | |
| -0.2192 | -4.75 | |
| 0.9700 | 2,059.51 | |
| -0.0027 | -0.02 |
Estimation Period:
Jun 12, 2025 to Feb 13, 2026
Jun 12, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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