ProShares Short Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.64% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 12.91 | |
| 0.1279 | 16.55 | |
| 0.9022 | 268.60 | |
| -0.0981 | -10.47 |
Estimation Period:
Mar 18, 2010 to Feb 13, 2026
Mar 18, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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