ProShares Nasdaq-100 Dorsey Wright Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.22% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 3.99 | |
| 0.1396 | 12.65 | |
| 0.9574 | 225.22 | |
| -0.1052 | -9.17 |
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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