Direxion Daily ORCL Bull 2X ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.92%
increased by 0.57%
1 Week
6,468.89%
increased by 6,439.54%
1 Month
156,983,094,631,237.28%
increased by 156,983,094,631,207.94%
Analysis last updated: Friday, May 22, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0723 | 17.63 | |
| 0.9639 | 205.38 | |
| -0.0723 | -18.87 | |
| 0.0000 | 0.05 | |
| 0.0001 | 0.85 | |
| 0.0023 | 0.06 |
Estimation Period:
Nov 19, 2025 to May 22, 2026
Nov 19, 2025 to May 22, 2026
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