ProShares UltraShort Russell2000 EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.57% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 7.47 | |
| 0.1398 | 34.29 | |
| 0.9804 | 580.48 | |
| 0.1124 | 31.41 |
Estimation Period:
Jan 25, 2007 to Feb 6, 2026
Jan 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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