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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9056	8.52***
α ARCH Response to squared shocks	0.1586	13.10***
β GARCH Volatility persistence	0.7639	55.72***
γ leverage Additional response to negative shocks	-1.4452	-15.92***

V-Lab

Direxion Daily AI and Big Data Bear 2X ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Direxion Daily AI and Big Data Bear 2X ETF Analyses