Direxion Daily LLY BL 2X SHS MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.62% (-166.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3441 | 32.67 | |
| 0.0000 | 0.02 | |
| 0.4686 | 21.91 | |
| 31.1563 |
Estimation Period:
Mar 26, 2025 to Feb 6, 2026
Mar 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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