Direxion Daily Industrials Bull 3x Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.87% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3226 | 15.29 | |
| 0.0185 | 3.88 | |
| 0.8895 | 206.47 | |
| 0.1291 | 13.87 |
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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