Direxion Auspice Broad Commodity Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.64% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9269 | 3.50 | |
| 0.1105 | 5.93 | |
| 0.8554 | 37.89 | |
| 0.1498 | 0.46 | |
| 0.4284 | 0.86 | |
| -1.5246 | -3.78 | |
| 1.8198 | 4.10 | |
| -1.1415 | -1.92 |
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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