ProShares Ultra S&P500 GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.60% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2757 | 5.07 | |
| 0.0300 | 1.35 | |
| 0.8039 | 70.27 | |
| 0.2536 | 5.33 |
Estimation Period:
Jun 21, 2006 to Feb 6, 2026
Jun 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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