ProShares Ultra High Yield Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.45% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9387 | 3.52 | |
| 0.0913 | 4.04 | |
| 0.8566 | 31.71 | |
| -1.5029 | -2.84 | |
| 2.6763 | 3.23 | |
| -1.4168 | -2.13 | |
| -0.4706 | -0.65 | |
| 1.5510 | 2.27 | |
| -1.7555 | -2.99 | |
| 2.0736 | 3.20 | |
| -1.8608 | -2.77 | |
| 0.5882 | 1.20 | |
| 0.3765 | 1.34 |
Estimation Period:
Apr 14, 2011 to Feb 6, 2026
Apr 14, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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