ProShares Ultra SmallCap600 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.69% (+2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7463 | 3.00 | |
| 0.0851 | 5.76 | |
| 0.8662 | 44.55 | |
| -0.3642 | -1.30 | |
| 0.4558 | 1.22 | |
| -0.2292 | -1.01 | |
| 0.5494 | 1.66 | |
| -1.0052 | -1.81 | |
| 1.0480 | 1.73 | |
| -0.5287 | -1.30 | |
| -0.0229 | -0.09 | |
| 0.1526 | 0.63 | |
| -0.1200 | -0.34 |
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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