ProShares UltraPro MidCap400 Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.16% (-4.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0798 | 4.52 | |
| 0.1293 | 6.70 | |
| 0.8056 | 32.79 | |
| 0.1583 | 0.57 | |
| -0.4371 | -1.09 | |
| 0.9733 | 2.47 | |
| -1.6899 | -2.32 | |
| 1.7476 | 2.00 | |
| -0.9943 | -1.49 | |
| 0.4408 | 0.93 | |
| -0.5092 | -1.34 | |
| 0.5089 | 1.46 | |
| -0.3517 | -0.61 |
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 Spline-GARCH Analyses on ETFs