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Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.51% (+3.94%)
Analysis last updated: Friday, February 6, 2026 at 11:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares S0GARCH
paramt-stat
ω1.08368.27
α0.07602.48
β0.802915.18
γ1-0.8659-3.31
γ21.39013.35
γ3-0.3268-0.86
γ4-0.8027-2.13
γ50.98362.83
γ6-0.8916-2.58
γ71.19913.93
γ8-0.9300-4.37
Estimation Period:
May 29, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts