Direxion Daily ORCL Bull 2X ETF GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
136.96%
decreased by 0.62%
1 Week
137.25%
decreased by 0.33%
1 Month
138.41%
increased by 0.83%
Analysis last updated: Friday, June 12, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1582 | 0.08 | |
| 0.0221 | 0.47 | |
| 0.9889 | 19.93 | |
| -0.0221 | -0.48 |
Estimation Period:
Nov 19, 2025 to Jun 12, 2026
Nov 19, 2025 to Jun 12, 2026
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