Direxion Daily LMT Bear 1X GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.98% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 1.25 | |
| 0.0729 | 1.62 | |
| 0.9318 | 33.80 | |
| -0.0095 | -0.16 |
Estimation Period:
Aug 6, 2025 to Feb 6, 2026
Aug 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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