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Proshares S&P 500 EX-Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.51% (-0.67%)
Analysis last updated: Saturday, February 14, 2026 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Proshares S&P 500 EX-Financials ETF S0GARCH
paramt-stat
ω1.11152.09
α0.07253.33
β0.840214.89
γ1-1.4290-0.81
γ23.48391.31
γ3-3.5520-2.08
γ42.70972.04
γ5-2.7605-2.22
γ63.51643.59
γ7-4.0415-5.79
γ83.33475.79
γ9-1.6266-3.04
γ100.43021.05
Estimation Period:
Sep 24, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts