Direxion Daily MSCI Mexico Bull 3x Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.46% (-6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8796 | 14.04 | |
| 0.0659 | 4.31 | |
| 0.7838 | 59.90 | |
| 0.1143 | 3.18 |
Estimation Period:
May 3, 2017 to Feb 6, 2026
May 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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