ProShares Ultra Financials GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.27% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 19.61 | |
| 0.0399 | 10.87 | |
| 0.8576 | 280.18 | |
| 0.1656 | 19.79 |
Estimation Period:
Feb 5, 2007 to Feb 20, 2026
Feb 5, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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