ProShares Nasdaq-100 Dorsey Wright Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.64% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9581 | 5.56 | |
| 0.0947 | 4.55 | |
| 0.8779 | 40.08 | |
| -0.0085 | -0.57 |
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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