Direxion Daily Homebuilders & Supplies Bull 3x Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.58% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2777 | 10.48 | |
| 0.0140 | 5.48 | |
| 0.9453 | 345.63 | |
| 0.0594 | 10.15 |
Estimation Period:
Aug 19, 2015 to Feb 13, 2026
Aug 19, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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