Proshares S&P Midcap 400 Dividend Aristocrats ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.95% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9718 | 7.39 | |
| 0.1326 | 6.08 | |
| 0.8105 | 28.50 | |
| 0.0457 | 3.59 | |
| -0.0636 | -3.99 |
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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