ProShares Nasdaq-100 Dorsey Wright Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.23% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 6.40 | |
| 0.0955 | 18.36 | |
| 0.8614 | 136.54 | |
| 0.7232 | 12.09 |
Estimation Period:
May 20, 2021 to Feb 6, 2026
May 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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