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ProShares Ultra SmallCap600 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.99% (+2.45%)
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 Ultra SmallCap600 S0GARCH
paramt-stat
ω0.75763.06
α0.08525.75
β0.866044.44
γ1-0.3313-1.20
γ20.39761.07
γ3-0.1816-0.80
γ40.51101.53
γ5-0.9795-1.75
γ61.03301.70
γ7-0.5235-1.29
γ8-0.0132-0.06
γ90.11830.63
γ10-0.0361-0.26
Estimation Period:
Jan 25, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts