Proshares S&P 500 EX-Financials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.63% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0964 | 2.08 | |
| 0.0722 | 3.31 | |
| 0.8381 | 14.27 | |
| -1.4693 | -0.84 | |
| 3.5538 | 1.34 | |
| -3.6065 | -2.13 | |
| 2.7608 | 2.11 | |
| -2.8191 | -2.30 | |
| 3.5710 | 3.70 | |
| -4.0596 | -5.89 | |
| 3.2751 | 5.74 | |
| -1.3956 | -2.27 | |
| -0.2375 | -0.19 |
Estimation Period:
Sep 24, 2015 to Feb 13, 2026
Sep 24, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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