Proshares Trust-S&P 500 EX-Health Care ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.03% (+4.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 7.86 | |
| 0.0000 | 0.00 | |
| 0.8666 | 156.83 | |
| 0.1786 | 9.04 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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