ProShares UltraPro Short S&P 500 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:108.24% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1863 | 4.91 | |
| 0.1594 | 8.18 | |
| 0.7949 | 36.42 | |
| -0.0130 | -0.13 | |
| 0.0335 | 0.23 | |
| -0.0233 | -0.18 | |
| 0.0924 | 0.62 | |
| -0.2715 | -1.78 | |
| 0.7038 | 2.23 |
Estimation Period:
Jun 25, 2009 to Feb 6, 2026
Jun 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares UltraPro Short S&P 500 Analyses
Other Spline-GARCH Analyses on ETFs