Direxion Auspice Broad Commodity Strategy ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.51% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 9.83 | |
| 0.0994 | 21.17 | |
| 0.8994 | 192.55 | |
| -0.1661 | -7.49 | |
| 1.9281 | 18.52 |
Estimation Period:
Mar 30, 2017 to Feb 13, 2026
Mar 30, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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