Direxion DLY Nflx Bear 1X SH GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.25% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2428 | 1.92 | |
| 0.0506 | 2.08 | |
| 0.9158 | 27.04 | |
| -0.0506 | -2.28 |
Estimation Period:
Oct 3, 2024 to Feb 6, 2026
Oct 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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