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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0876	7.03***
α ARCH Response to squared shocks	0.1215	7.57***
β GARCH Volatility persistence	0.8438	45.48***

γ₁	0.0166	2.46**
γ₂	-0.0226	-2.66***

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ProShares UltraPro Short QQQ Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares UltraPro Short QQQ Analyses