Direxion DY AI & B DT BL 2 S EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:72.56% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1436 | 2.22 | |
| 0.0445 | 4.02 | |
| 0.9419 | 59.09 | |
| -0.1643 | -15.00 |
Estimation Period:
May 15, 2024 to Feb 13, 2026
May 15, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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