ProShares Ultra Consumer Discretionary GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.41% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1322 | 9.45 | |
| 0.0172 | 3.57 | |
| 0.8944 | 268.19 | |
| 0.1269 | 10.34 |
Estimation Period:
Feb 5, 2007 to Feb 6, 2026
Feb 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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