Proshares S&P Midcap 400 Dividend Aristocrats ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.53% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 17.13 | |
| 0.0343 | 10.55 | |
| 0.8653 | 208.80 | |
| 0.1493 | 13.42 |
Estimation Period:
Feb 5, 2015 to Feb 13, 2026
Feb 5, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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