Direxion Daily Intc Bull 2X ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
31.45%
increased by 0.26%
1 Week
2,869.04%
increased by 2,837.85%
1 Month
2,090,514,864,812.02%
increased by 2,090,514,864,780.83%
Analysis last updated: Friday, May 22, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0234 | 0.59 | |
| 0.9872 | 46.27 | |
| -0.0212 | -0.63 | |
| 0.0000 | 0.00 | |
| 0.0002 | 0.01 | |
| 0.0003 | 0.01 |
Estimation Period:
Nov 19, 2025 to May 22, 2026
Nov 19, 2025 to May 22, 2026
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