Direxion Daily S&P 500 Bear 3X Shares Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:73.28% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2001 | 4.79 | |
| 0.1525 | 8.36 | |
| 0.8000 | 36.37 | |
| 0.4284 | 2.02 | |
| -0.5941 | -1.87 | |
| 0.3800 | 1.61 | |
| -0.4326 | -1.84 | |
| 0.4346 | 1.97 | |
| -0.2347 | -0.90 | |
| -0.2637 | -0.71 | |
| 0.8427 | 1.33 | |
| -0.9106 | -1.41 |
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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