Direxion Auspice Broad Commodity Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.16% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1485 | 40.85 | |
| 0.8984 | 177.34 | |
| -0.0943 | -7.15 | |
| 8.2722 | 0.14 | |
| 0.4800 | 0.14 | |
| 0.0000 | 0.00 |
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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