Proshares Smart Materials ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.62% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 1.41 | |
| 0.0944 | 11.75 | |
| 0.9854 | 327.92 | |
| -0.0754 | -10.52 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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