Direxion Daily Semiconductors Bear 3x Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:112.84% (+4.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6274 | 14.39 | |
| 0.1496 | 17.81 | |
| 0.8989 | 241.39 | |
| -0.1191 | -12.73 |
Estimation Period:
Mar 11, 2010 to Feb 6, 2026
Mar 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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