ProShares UltraShort Russell2000 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.81% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1568 | 13.16 | |
| 0.1676 | 24.44 | |
| 0.8964 | 339.17 | |
| -0.1527 | -20.68 |
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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