ProShares UltraShort Russell2000 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.08% (+12.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0953 | 5.38 | |
| 0.0939 | 7.64 | |
| 0.8758 | 57.06 | |
| -0.0147 | -1.02 | |
| 0.0417 | 2.05 | |
| -0.0402 | -3.94 |
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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