Direxion DLY Meta BLL SH ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.90% (-6.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1078 | 2.04 | |
| -0.0252 | -2.42 | |
| 0.9627 | 93.43 | |
| -0.1541 | -15.46 |
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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