ProShares Ultra 20+ Year Treasury EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.00% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.76 | |
| 0.1404 | 21.45 | |
| 0.9819 | 719.33 | |
| 0.0210 | 3.94 |
Estimation Period:
Jan 21, 2010 to Feb 6, 2026
Jan 21, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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