Direxion HCM Tactical EN US GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.14% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3425 | 8.75 | |
| 0.0000 | 0.00 | |
| 0.8183 | 53.15 | |
| 0.1483 | 5.51 |
Estimation Period:
Jun 22, 2023 to Feb 6, 2026
Jun 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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