Direxion Daily S&P 500 Bear 1x Shares MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.87% (+6.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3019 | 34.02 | |
| 0.7612 | 76.39 | |
| -0.3019 | -30.47 | |
| 0.0126 | 2.07 | |
| 0.0753 | 2.91 | |
| 0.9151 | 28.93 |
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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