ProShares UltraPro Short Russell2000 GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.16% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4789 | 15.04 | |
| 0.2419 | 12.04 | |
| 0.8631 | 323.00 | |
| -0.2236 | -9.49 |
Estimation Period:
Feb 11, 2010 to Feb 6, 2026
Feb 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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