Proshares S&P 500 EX-Financials ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.47% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0040 | -0.14 | |
| 0.0918 | 7.72 | |
| 0.8572 | 51.77 | |
| 0.8334 | 3.73 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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