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V-Lab

Direxion DLY Meta BR SHR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:76.82% (+0.01%)
Analysis last updated: Monday, February 9, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Direxion DLY Meta BR SHR ETF SGARCH
paramt-stat
ω0.47332.99
α0.00000.00
β0.99282.95
γ1-143.5525-0.59
γ2213.03851.09
γ3-111.6911-2.20
γ499.51982.64
γ5-128.8482-3.28
γ6116.39362.59
γ7-54.4429-0.61
γ8-10.9840-0.09
γ992.91350.78
Estimation Period:
Jun 5, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts