Direxion DLY Meta BR SHR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:76.82% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4733 | 2.99 | |
| 0.0000 | 0.00 | |
| 0.9928 | 2.95 | |
| -143.5525 | -0.59 | |
| 213.0385 | 1.09 | |
| -111.6911 | -2.20 | |
| 99.5198 | 2.64 | |
| -128.8482 | -3.28 | |
| 116.3936 | 2.59 | |
| -54.4429 | -0.61 | |
| -10.9840 | -0.09 | |
| 92.9135 | 0.78 |
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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