ProShares UltraShort Semiconductors GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:66.21% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2596 | 13.84 | |
| 0.1601 | 17.82 | |
| 0.8962 | 378.30 | |
| -0.1224 | -12.02 |
Estimation Period:
Feb 1, 2007 to Feb 13, 2026
Feb 1, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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