ProShares UltraShort Consumer Staples EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.75% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 7.30 | |
| 0.1071 | 18.14 | |
| 0.9704 | 386.60 | |
| 0.0937 | 18.81 |
Estimation Period:
Feb 5, 2007 to Feb 13, 2026
Feb 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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