Direxion Daily Intc Bull 2X ETF MEM Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
140.17%
decreased by 4.53%
1 Week
140.93%
decreased by 3.77%
1 Month
143.82%
decreased by 0.88%
Analysis last updated: Tuesday, July 14, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 2025 to Jul 10, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 119 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8791 | 1.59 |
α ARCH Response to squared shocks | 0.1330 | 6.81*** |
β GARCH Volatility persistence | 0.8612 | 53.69*** |
Persistence:
0.994
Half-life:
119 days
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