ProShares Ultra Consumer Staples GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.47% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0958 | 12.30 | |
| 0.0181 | 4.42 | |
| 0.8965 | 249.72 | |
| 0.1136 | 12.38 |
Estimation Period:
Feb 1, 2007 to Feb 6, 2026
Feb 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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