ProShares Nasdaq-100 Dorsey Wright Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.12% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9205 | 4.29 | |
| 0.0968 | 4.53 | |
| 0.8757 | 39.71 | |
| -0.0417 | -0.70 |
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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