ProShares Ultra Semiconductors EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:75.56% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 14.56 | |
| 0.1632 | 27.83 | |
| 0.9781 | 788.82 | |
| -0.0645 | -13.22 |
Estimation Period:
Feb 1, 2007 to Feb 6, 2026
Feb 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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