Direxion Daily Aerospace & Defense Bull 3X Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:89.34% (+6.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0852 | 13.12 | |
| 0.0879 | 6.51 | |
| 0.7870 | 64.48 | |
| 0.1540 | 7.74 |
Estimation Period:
May 3, 2017 to Feb 6, 2026
May 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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