ProShares Short Russell2000 EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.15% (+3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 4.91 | |
| 0.1374 | 33.07 | |
| 0.9815 | 667.23 | |
| 0.1109 | 31.68 |
Estimation Period:
Jan 25, 2007 to Feb 6, 2026
Jan 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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