ProShares Ultra High Yield Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.93% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9235 | 3.48 | |
| 0.0908 | 4.01 | |
| 0.8572 | 31.64 | |
| -1.5406 | -2.93 | |
| 2.7341 | 3.32 | |
| -1.4442 | -2.17 | |
| -0.4686 | -0.65 | |
| 1.5714 | 2.29 | |
| -1.8111 | -3.07 | |
| 2.1977 | 3.33 | |
| -2.0706 | -2.96 | |
| 0.9180 | 1.60 | |
| -0.2781 | -0.44 |
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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