Direxion Daily S&P 500 Bear 3X Shares EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.94% (+12.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1683 | 16.85 | |
| 0.2063 | 24.16 | |
| 0.9332 | 399.50 | |
| 0.1839 | 24.21 |
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Nov 19, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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