ProShares Ultra MSCI Brazil Capped GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.78% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4713 | 10.82 | |
| 0.0440 | 10.80 | |
| 0.8906 | 153.23 | |
| 0.0691 | 5.75 |
Estimation Period:
May 7, 2010 to Feb 6, 2026
May 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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