Proshares Smart Materials ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.81% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 5.09 | |
| 0.0715 | 13.89 | |
| 0.9020 | 143.45 | |
| 0.5701 | 12.02 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Proshares Smart Materials ETF Analyses
Other AGARCH Analyses on ETFs