ProShares Inflation Expectations ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.21% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8171 | 2.45 | |
| 0.1027 | 2.90 | |
| 0.7801 | 12.36 | |
| -0.8136 | -1.15 | |
| 1.4069 | 1.55 | |
| -1.0049 | -1.70 | |
| 0.2584 | 0.46 | |
| 0.6497 | 1.47 | |
| -0.7605 | -2.32 | |
| 0.7703 | 2.78 | |
| -1.6010 | -5.72 | |
| 1.9017 | 6.22 | |
| -1.6104 | -2.71 |
Estimation Period:
Jan 12, 2012 to Feb 13, 2026
Jan 12, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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