Proshares S&P 500 EX-Financials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.84% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 8.75 | |
| 0.0000 | 0.00 | |
| 0.8912 | 159.56 | |
| 0.1526 | 10.68 |
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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