ProShares Inflation Expectations ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.62% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8182 | 2.31 | |
| 0.1017 | 2.95 | |
| 0.7977 | 13.48 | |
| -0.8351 | -1.11 | |
| 1.4270 | 1.48 | |
| -1.0040 | -1.60 | |
| 0.2654 | 0.45 | |
| 0.6297 | 1.36 | |
| -0.7222 | -2.12 | |
| 0.6979 | 2.38 | |
| -1.4157 | -4.74 | |
| 1.4163 | 4.89 | |
| -0.3854 | -1.87 |
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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