Direxion Dily AMD BR 1X Shrs EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:56.15% (-9.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9332 | 5.64 | |
| 0.5426 | 8.19 | |
| 0.6934 | 12.41 | |
| 0.4194 | 7.54 |
Estimation Period:
Feb 12, 2025 to Feb 13, 2026
Feb 12, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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