Proshares Smart Materials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.48% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 5.18 | |
| 0.0008 | 0.25 | |
| 0.9274 | 187.09 | |
| 0.1042 | 7.71 |
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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