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ProShares Inflation Expectations ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.62% (+0.13%)
Analysis last updated: Thursday, February 12, 2026 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ProShares Inflation Expectations ETF S0GARCH
paramt-stat
ω0.81822.31
α0.10172.95
β0.797713.48
γ1-0.8351-1.11
γ21.42701.48
γ3-1.0040-1.60
γ40.26540.45
γ50.62971.36
γ6-0.7222-2.12
γ70.69792.38
γ8-1.4157-4.74
γ91.41634.89
γ10-0.3854-1.87
Estimation Period:
Jan 12, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts