ProShares Ultra FTSE Europe GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.49% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1115 | 11.52 | |
| 0.0211 | 4.26 | |
| 0.9088 | 250.42 | |
| 0.0960 | 12.08 |
Estimation Period:
May 7, 2010 to Feb 6, 2026
May 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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