Direxion Daily S&P 500 High Beta Bear 3x Shares ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:85.43% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5198 | 7.36 | |
| 0.1766 | 11.14 | |
| 0.8990 | 213.09 | |
| -0.1516 | -9.22 |
Estimation Period:
Nov 7, 2019 to Feb 13, 2026
Nov 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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