Direxion Auspice Broad Commodity Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.34% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 2.16 | |
| 0.0904 | 21.57 | |
| 0.9081 | 228.04 | |
| -0.1387 | -7.80 |
Estimation Period:
Mar 30, 2017 to Feb 6, 2026
Mar 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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