Megasht (-3X) US Smcd DLY LV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:96.44% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.32 | |
| 0.1652 | 2.83 | |
| 0.7979 | 16.87 | |
| -0.1652 | -2.90 |
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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