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V-Lab

Direxion DLY Meta BR SHR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.57% (0.00%)
Analysis last updated: Friday, February 6, 2026 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Direxion DLY Meta BR SHR ETF S0GARCH
paramt-stat
ω0.29494.23
α0.00000.00
β0.21710.14
γ1-136.0659-4.22
γ2201.49033.93
γ3-110.0208-3.16
γ4105.29393.37
γ5-137.6290-3.68
γ6128.06393.26
γ7-74.3681-1.21
γ839.80790.49
γ9-24.0911-0.43
Estimation Period:
Jun 5, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts