Direxion Auspice Broad Commodity Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.40% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0144 | -4.97 | |
| 0.2156 | 17.99 | |
| 0.9753 | 484.76 | |
| 0.0272 | 2.62 |
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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