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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5919	7.07***
α ARCH Response to squared shocks	0.1796	4.44***
β GARCH Volatility persistence	0.8721	73.50***
γ leverage Additional response to negative shocks	-0.1731	-4.02***

V-Lab

Direxion Daily AI and Big Data Bear 2X ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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