Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.41% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1895 | 5.51 | |
| 0.1054 | 13.23 | |
| 0.9385 | 321.64 | |
| -0.0878 | -10.10 |
Estimation Period:
May 29, 2015 to Feb 6, 2026
May 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares Analyses
Other GJR-GARCH Analyses on ETFs