Direxion DLY Meta BLL SH ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.27% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0190 | 0.03 | |
| 0.6506 | 0.84 | |
| -0.0190 | -0.03 | |
| 9.0318 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.4948 | 0.00 |
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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