ProShares UltraShort Consumer Staples GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.64% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 12.69 | |
| 0.1074 | 20.05 | |
| 0.9224 | 297.16 | |
| -0.0988 | -15.11 |
Estimation Period:
Feb 5, 2007 to Feb 6, 2026
Feb 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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