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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.2997	9.51***
α ARCH Response to squared shocks	0.0693	9.39***
β GARCH Volatility persistence	0.9990	139.68***
ν DF Student-t tail thickness	7.7729	1.88*

V-Lab

Direxion Daily AI and Big Data Bear 2X ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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