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Direxion Daily Intc Bull 2X ETF Zero Slope Spline-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, July 28th, 2026

1 Day

181.76%

unchanged at 0.00%

1 Week

181.76%

unchanged at 0.00%

1 Month

181.76%

unchanged at 0.00%

Analysis last updated: Monday, July 27, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

All

graph of Direxion Daily Intc Bull 2X ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2025 to Jul 24, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9030
5.09***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

1.0000
19.85***
γi Spline Coefficients
K=1
γ1-1.2523
-0.50

Persistence:

1.000

Half-life:

-