Proshares S&P Midcap 400 Dividend Aristocrats ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.12% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0198 | 7.99 | |
| 0.1308 | 5.82 | |
| 0.8039 | 25.98 | |
| 0.0682 | 4.70 | |
| -0.1241 | -4.24 |
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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