Direxion NASDAQ-100 Equal Weighted Index Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.11% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 13.14 | |
| 0.0045 | 0.84 | |
| 0.8739 | 215.79 | |
| 0.1836 | 15.60 |
Estimation Period:
Mar 21, 2012 to Feb 13, 2026
Mar 21, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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