ProShares UltraPro MidCap400 GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.21% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5494 | 9.11 | |
| 0.0046 | 0.88 | |
| 0.8717 | 209.39 | |
| 0.1565 | 14.72 |
Estimation Period:
Feb 11, 2010 to Feb 13, 2026
Feb 11, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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