Proshares Ultrashrt QQQ Mega GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.87% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5232 | 3.31 | |
| 0.1504 | 2.80 | |
| 0.6369 | 7.30 | |
| -0.1504 | -2.62 |
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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