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V-Lab

Direxion DLY Meta BLL SH ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:136.71% (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 BLL SH ETF SGARCH
paramt-stat
ω0.47792.16
α0.00000.00
β0.98344.98
γ1-136.3921-1.26
γ2205.32071.76
γ3-110.1169-3.21
γ498.07023.19
γ5-128.4257-3.86
γ6113.35092.81
γ7-39.5869-0.53
γ8-39.6128-0.40
γ9120.35511.24
Estimation Period:
Jun 5, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts