Direxion Daily Energy Bear 2X Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.02% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2521 | 13.13 | |
| 0.1278 | 19.87 | |
| 0.9129 | 382.27 | |
| -0.1032 | -14.04 |
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Nov 19, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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