ProShares Ultra Materials GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.57% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 8.42 | |
| 0.0163 | 6.20 | |
| 0.9210 | 298.63 | |
| 0.0979 | 14.15 |
Estimation Period:
Feb 1, 2007 to Feb 13, 2026
Feb 1, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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