Direxion Auspice Broad Commodity Strategy ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.72% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 9.81 | |
| 0.0999 | 21.15 | |
| 0.8991 | 192.21 | |
| -0.1651 | -7.47 | |
| 1.9274 | 18.53 |
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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