ProShares Nasdaq-100 Dorsey Wright Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.96% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3567 | 7.37 | |
| 0.0767 | 11.55 | |
| 0.9721 | 275.45 | |
| 7.7510 | 2.35 |
Estimation Period:
May 20, 2021 to Feb 13, 2026
May 20, 2021 to Feb 13, 2026
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