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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.91*
α ARCH Response to squared shocks	0.0713	1.46
β GARCH Volatility persistence	0.9163	35.12***
γ leverage Additional response to negative shocks	-0.0713	-1.75*

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Direxion Daily Intc Bull 2X ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Direxion Daily Intc Bull 2X ETF Analyses