ProShares Ultra S&P500 Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:67.77% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4822 | 3.28 | |
| 0.1421 | 7.60 | |
| 0.7987 | 34.46 | |
| -0.3763 | -2.82 | |
| 0.3518 | 1.93 | |
| 0.2507 | 1.78 | |
| -0.5802 | -2.11 | |
| 0.6811 | 1.99 | |
| -0.4337 | -1.68 | |
| 0.0044 | 0.02 | |
| 0.6534 | 1.71 |
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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