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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4190	18.61***
α ARCH Response to squared shocks	0.2132	22.19***
β GARCH Volatility persistence	0.8709	246.64***
γ leverage Additional response to negative shocks	-0.2068	-20.00***

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ProShares UltraPro Short QQQ GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares UltraPro Short QQQ Analyses