Direxion Daily S&P 500 Bear 3X Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.48% (+15.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6502 | 16.79 | |
| 0.3143 | 8.55 | |
| 0.8023 | 124.07 | |
| -0.3076 | -8.79 |
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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