ProShares Nasdaq-100 Dorsey Wright Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.16% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1093 | 8.84 | |
| 0.0030 | 0.35 | |
| 0.8825 | 121.54 | |
| 0.1289 | 7.19 |
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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