Proshares S&P 500 EX-Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.45% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 0.82 | |
| 0.0502 | 6.09 | |
| 0.9700 | 147.98 | |
| -0.1543 | -11.45 |
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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