Direxion Daily MSCI Emerging Markets Bear 3X Shares Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.95% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0183 | 4.51 | |
| 0.1390 | 15.07 | |
| 0.8637 | 98.46 | |
| -0.1153 | -9.95 |
Estimation Period:
Dec 30, 2008 to Feb 6, 2026
Dec 30, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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