Direxion Daily S&P 500 High Beta Bear 3x Shares ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:87.00% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0812 | 3.45 | |
| 0.1106 | 3.70 | |
| 0.8710 | 33.51 | |
| -0.0013 | -0.04 |
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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