ProShares UltraPro MidCap400 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:64.12% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0685 | 4.43 | |
| 0.1294 | 6.70 | |
| 0.8053 | 32.63 | |
| 0.1305 | 0.46 | |
| -0.3890 | -0.96 | |
| 0.9344 | 2.35 | |
| -1.6541 | -2.25 | |
| 1.7136 | 1.95 | |
| -0.9584 | -1.43 | |
| 0.4005 | 0.85 | |
| -0.4604 | -1.25 | |
| 0.4315 | 1.57 | |
| -0.1806 | -0.96 |
Estimation Period:
Feb 11, 2010 to Feb 6, 2026
Feb 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ProShares UltraPro MidCap400 Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs