Proshares Smart Materials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.63% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9069 | 7.71 | |
| 0.0928 | 1.92 | |
| 0.7161 | 6.78 | |
| -1.0377 | -4.25 | |
| 1.6994 | 4.76 | |
| -0.8602 | -4.65 |
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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