ProShares Ultra SmallCap600 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.50% (+6.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2210 | 6.31 | |
| 0.0007 | 0.16 | |
| 0.9088 | 316.45 | |
| 0.1254 | 9.20 |
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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