Direxion DLY Meta BR SHR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.59% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3211 | 4.46 | |
| 0.1415 | 3.68 | |
| 0.8851 | 68.79 | |
| -0.1415 | -3.56 |
Estimation Period:
Jun 5, 2024 to Feb 6, 2026
Jun 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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