ProShares UltraPro Short S&P 500 EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.48% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1405 | 9.13 | |
| 0.2231 | 16.83 | |
| 0.9423 | 292.26 | |
| 0.2235 | 12.16 |
Estimation Period:
Jun 25, 2009 to Feb 6, 2026
Jun 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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