ProShares Ultra SmallCap600 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.99% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7576 | 3.06 | |
| 0.0852 | 5.75 | |
| 0.8660 | 44.44 | |
| -0.3313 | -1.20 | |
| 0.3976 | 1.07 | |
| -0.1816 | -0.80 | |
| 0.5110 | 1.53 | |
| -0.9795 | -1.75 | |
| 1.0330 | 1.70 | |
| -0.5235 | -1.29 | |
| -0.0132 | -0.06 | |
| 0.1183 | 0.63 | |
| -0.0361 | -0.26 |
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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