Horizons Betapro Sp500 Invrs EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.92% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 1.35 | |
| 0.1576 | 12.43 | |
| 0.9510 | 255.98 | |
| 0.1418 | 11.32 |
Estimation Period:
Feb 4, 2010 to Feb 6, 2026
Feb 4, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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