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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1543	4.45***
α ARCH Response to squared shocks	0.1492	7.16***
β GARCH Volatility persistence	0.7887	29.79***

γ₁	-0.0784	-0.44
γ₂	0.3527	1.13
γ₃	-0.6928	-1.66*
γ₄	0.7477	1.63
γ₅	-0.3856	-1.13
γ₆	0.0004	0.00
γ₇	0.0801	0.47
γ₈	-0.0292	-0.24

V-Lab

ProShares UltraPro S&P 500 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ProShares UltraPro S&P 500 Analyses