ProShares UltraPro S&P 500 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.40% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6225 | 6.00 | |
| 0.0382 | 1.74 | |
| 0.7951 | 63.19 | |
| 0.2081 | 4.66 |
Estimation Period:
Jun 25, 2009 to Feb 6, 2026
Jun 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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