Proshares Smart Materials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.88% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8771 | 7.83 | |
| 0.0962 | 2.04 | |
| 0.6675 | 5.38 | |
| -1.1927 | -4.66 | |
| 2.0587 | 4.87 | |
| -1.5795 | -3.30 |
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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