Direxion Daily S&P 500 Bull 2X Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.94% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1278 | 14.65 | |
| 0.0365 | 2.46 | |
| 0.8317 | 99.67 | |
| 0.2125 | 10.27 |
Estimation Period:
Jun 6, 2014 to Feb 6, 2026
Jun 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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