Megasht (-3X) US Smcd DLY LV EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.94% (-17.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9710 | 7.00 | |
| -0.1794 | -8.01 | |
| 0.7360 | 24.86 | |
| 0.3411 | 16.02 |
Estimation Period:
May 26, 2025 to Feb 6, 2026
May 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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