ProShares UltraPro Russell2000 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.69% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4711 | 16.81 | |
| 0.0229 | 7.43 | |
| 0.8789 | 270.58 | |
| 0.1364 | 15.71 |
Estimation Period:
Feb 11, 2010 to Feb 6, 2026
Feb 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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