Proshares S&P Midcap 400 Dividend Aristocrats ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.06% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 1.97 | |
| 0.1741 | 27.38 | |
| 0.9714 | 521.72 | |
| -0.1137 | -21.73 |
Estimation Period:
Feb 5, 2015 to Feb 6, 2026
Feb 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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