Proshares Smart Materials ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.82% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 8.67 | |
| 0.0753 | 12.17 | |
| 0.9027 | 124.56 |
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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