ProShares Ultra Russell2000 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.06% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2014 | 16.45 | |
| 0.0225 | 8.12 | |
| 0.8856 | 321.23 | |
| 0.1331 | 18.34 |
Estimation Period:
Jan 25, 2007 to Feb 6, 2026
Jan 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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