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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Direxion Daily Intc Bull 2X ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2025 to Jul 10, 2026

Model 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

ParameterValuet-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