ProShares UltraPro S&P 500 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.11% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4164 | 5.80 | |
| 0.1498 | 6.92 | |
| 0.7889 | 29.43 | |
| 0.2104 | 1.50 | |
| -0.3826 | -1.51 | |
| 0.3314 | 1.77 | |
| -0.2455 | -2.31 | |
| 0.1064 | 2.11 |
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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