Proshares S&P Midcap 400 Dividend Aristocrats ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.93% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 1.34 | |
| 0.1007 | 28.23 | |
| 0.8716 | 211.41 | |
| 0.5641 | 27.73 |
Estimation Period:
Feb 5, 2015 to Feb 6, 2026
Feb 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Proshares S&P Midcap 400 Dividend Aristocrats ETF Analyses
Other AGARCH Analyses on ETFs