Direxion Daily S&P 500 High Beta Bear 3x Shares ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.70% (-5.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 7.89 | |
| 0.1829 | 18.59 | |
| 0.9804 | 452.42 | |
| 0.0987 | 12.84 |
Estimation Period:
Nov 7, 2019 to Feb 6, 2026
Nov 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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