ProShares Short Russell2000 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.59% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 14.88 | |
| 0.1546 | 24.59 | |
| 0.9027 | 364.16 | |
| -0.1402 | -20.50 |
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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