Proshares S&P 500 EX-Technology ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.62%
decreased by 0.66%
1 Week
12.90%
decreased by 0.38%
1 Month
13.75%
increased by 0.47%
Analysis last updated: Saturday, June 13, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 15.58 | |
| 0.0107 | 0.98 | |
| 0.8472 | 97.77 | |
| 0.2157 | 14.01 |
Estimation Period:
Sep 24, 2015 to Jun 12, 2026
Sep 24, 2015 to Jun 12, 2026
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