Direxion Daily LLY BL 2X SHS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:179.67% (-17.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9853 | 3.21 | |
| 0.1124 | 3.46 | |
| 0.7794 | 26.55 | |
| 0.2164 | 2.22 |
Estimation Period:
Mar 26, 2025 to Feb 6, 2026
Mar 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Direxion Daily LLY BL 2X SHS Analyses
Other GJR-GARCH Analyses on ETFs