Proshares S&P Midcap 400 Dividend Aristocrats ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.18% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0253 | 9.78 | |
| 0.1073 | 18.59 | |
| 0.9629 | 227.53 | |
| 7.4175 | 3.92 |
Estimation Period:
Feb 5, 2015 to Feb 6, 2026
Feb 5, 2015 to Feb 6, 2026
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