Direxion Daily S&P 500 Bear 1x Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.68% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 13.79 | |
| 0.2704 | 16.34 | |
| 0.8222 | 94.21 | |
| -0.2302 | -11.14 |
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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