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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7943	3.96***
α ARCH Response to squared shocks	0.1193	1.80*
β GARCH Volatility persistence	0.8240	12.40***

V-Lab

Direxion Daily AI and Big Data Bear 2X ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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