ProShares Ultra S&P500 EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.15% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 4.29 | |
| 0.2544 | 6.24 | |
| 0.9270 | 79.12 | |
| -0.1325 | -3.76 |
Estimation Period:
Jun 21, 2006 to Feb 13, 2026
Jun 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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