ProShares UltraShort 20+ Year Treasury AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.38% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 13.84 | |
| 0.0606 | 25.58 | |
| 0.9260 | 355.62 | |
| 0.1341 | 2.72 |
Estimation Period:
May 22, 2008 to Feb 6, 2026
May 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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