ProShares Nasdaq-100 Dorsey Wright Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.39% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 12.22 | |
| 0.0937 | 17.06 | |
| 0.8789 | 152.18 |
Estimation Period:
May 20, 2021 to Feb 13, 2026
May 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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