Skip to main content
V-Lab

Proshares S&P 500 EX-Financials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.63% (-0.70%)
Analysis last updated: Saturday, February 14, 2026 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Proshares S&P 500 EX-Financials ETF SGARCH
paramt-stat
ω1.09642.08
α0.07223.31
β0.838114.27
γ1-1.4693-0.84
γ23.55381.34
γ3-3.6065-2.13
γ42.76082.11
γ5-2.8191-2.30
γ63.57103.70
γ7-4.0596-5.89
γ83.27515.74
γ9-1.3956-2.27
γ10-0.2375-0.19
Estimation Period:
Sep 24, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts