Direxion Daily S&P 500 High Beta Bear 3x Shares ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:76.36% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1608 | 31.43 | |
| 0.9064 | 213.62 | |
| -0.1467 | -31.64 | |
| 2.1046 | 7.44 | |
| 0.0000 | 0.01 | |
| 0.9766 | 214.65 |
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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