Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.28% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 3.80 | |
| 0.1126 | 19.38 | |
| 0.9943 | 817.65 | |
| 0.0730 | 14.04 |
Estimation Period:
May 29, 2015 to Feb 6, 2026
May 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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