Proshares Trust-S&P 500 EX-Health Care ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.16% (+5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 0.19 | |
| 0.1202 | 11.71 | |
| 0.8099 | 63.57 | |
| 0.8430 | 6.31 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Proshares Trust-S&P 500 EX-Health Care ETF Analyses
Other AGARCH Analyses on ETFs