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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0041	0.02
β GARCH Volatility persistence	0.8596	2.38**
γ leverage Additional response to negative shocks	-0.0040	-0.02
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.8371	0.02
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Direxion Daily Intc Bull 2X ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Direxion Daily Intc Bull 2X ETF Analyses