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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.2324	6.69***
α ARCH Response to squared shocks	0.1062	22.97***
β GARCH Volatility persistence	0.9787	280.35***
ν DF Student-t tail thickness	6.8579	5.52***

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ProShares UltraPro Short QQQ GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares UltraPro Short QQQ Analyses