Direxion Daily AMZN Bear 1X Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.54% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7628 | 8.89 | |
| 0.2756 | 6.72 | |
| 0.6878 | 26.94 | |
| -0.2261 | -5.06 |
Estimation Period:
Sep 8, 2022 to Feb 13, 2026
Sep 8, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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