Proshares Supply Chain Logistics ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.91% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 3.37 | |
| 0.0000 | 0.00 | |
| 0.9510 | 232.51 | |
| 0.0737 | 6.12 |
Estimation Period:
Apr 7, 2022 to Feb 6, 2026
Apr 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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