Proshares Trust-S&P 500 EX-Health Care ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.97% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6909 | 2.12 | |
| 0.0861 | 3.62 | |
| 0.7885 | 13.58 | |
| -2.4116 | -1.03 | |
| 4.7256 | 1.40 | |
| -4.0487 | -2.19 | |
| 3.2423 | 1.99 | |
| -3.3856 | -2.54 | |
| 4.0651 | 4.67 | |
| -4.2857 | -6.69 | |
| 3.2322 | 5.98 | |
| -1.3638 | -2.68 | |
| 0.2503 | 0.66 |
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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