Direxion DLY Meta BLL SH ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:136.71% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4779 | 2.16 | |
| 0.0000 | 0.00 | |
| 0.9834 | 4.98 | |
| -136.3921 | -1.26 | |
| 205.3207 | 1.76 | |
| -110.1169 | -3.21 | |
| 98.0702 | 3.19 | |
| -128.4257 | -3.86 | |
| 113.3509 | 2.81 | |
| -39.5869 | -0.53 | |
| -39.6128 | -0.40 | |
| 120.3551 | 1.24 |
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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