ProShares UltraPro Short S&P 500 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.61% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6807 | 5.31 | |
| 0.1249 | 26.07 | |
| 0.9801 | 250.53 | |
| 6.0024 | 6.99 |
Estimation Period:
Jun 25, 2009 to Feb 13, 2026
Jun 25, 2009 to Feb 13, 2026
Other ProShares UltraPro Short S&P 500 Analyses
Other GAS-GARCH Student T Analyses on ETFs