Direxion Daily S&P 500 Bear 1x Shares AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.62% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 1.24 | |
| 0.1707 | 14.81 | |
| 0.7975 | 73.92 | |
| -0.4968 | -9.61 |
Estimation Period:
Jun 8, 2016 to Feb 6, 2026
Jun 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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