ProShares Inflation Expectations ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.79% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 8.00 | |
| 0.0337 | 5.68 | |
| 0.9303 | 204.50 | |
| 0.0447 | 3.58 |
Estimation Period:
Jan 12, 2012 to Feb 6, 2026
Jan 12, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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