Proshares S&P 500 EX-Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.51% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1115 | 2.09 | |
| 0.0725 | 3.33 | |
| 0.8402 | 14.89 | |
| -1.4290 | -0.81 | |
| 3.4839 | 1.31 | |
| -3.5520 | -2.08 | |
| 2.7097 | 2.04 | |
| -2.7605 | -2.22 | |
| 3.5164 | 3.59 | |
| -4.0415 | -5.79 | |
| 3.3347 | 5.79 | |
| -1.6266 | -3.04 | |
| 0.4302 | 1.05 |
Estimation Period:
Sep 24, 2015 to Feb 13, 2026
Sep 24, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Proshares S&P 500 EX-Financials ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs