ProShares UltraPro Short S&P 500 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.47% (+19.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3995 | 15.22 | |
| 0.3904 | 27.07 | |
| 0.8023 | 139.31 | |
| -0.3854 | -22.33 |
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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