Proshares S&P Midcap 400 Dividend Aristocrats ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.22% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0367 | 8.99 | |
| 0.8048 | 103.85 | |
| 0.1751 | 21.59 | |
| 0.0005 | 1.01 | |
| 0.0176 | 5.76 | |
| 0.9822 | 277.94 |
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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