Direxion Daily MSFT Bear 1x Shares Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.06% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5742 | 5.23 | |
| 0.0031 | 0.15 | |
| 0.4684 | 0.30 | |
| -0.9013 | -0.52 | |
| 2.0670 | 0.82 | |
| -1.4347 | -0.70 | |
| 3.0260 | 1.22 | |
| -8.8473 | -2.63 | |
| 17.6323 | 3.78 |
Estimation Period:
Sep 8, 2022 to Feb 6, 2026
Sep 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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