ProShares Nasdaq-100 Dorsey Wright Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.90% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8699 | 42.34 | |
| 0.1010 | 9.15 | |
| 0.4550 | 0.21 | |
| 0.2014 | 0.20 | |
| 0.5812 | 0.28 |
Estimation Period:
May 20, 2021 to Feb 13, 2026
May 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other ProShares Nasdaq-100 Dorsey Wright Momentum ETF Analyses
Other MF2-GARCH Analyses on ETFs