Direxion NASDAQ-100 Equal Weighted Index Shares EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.03% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 3.24 | |
| 0.1524 | 17.42 | |
| 0.9632 | 439.42 | |
| -0.1438 | -17.54 |
Estimation Period:
Mar 21, 2012 to Feb 6, 2026
Mar 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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