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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%)
Analysis last updated: Thursday, February 12, 2026 at 12:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Direxion Daily S&P 500 Bear 3X Shares S0GARCH
paramt-stat
ω2.20014.79
α0.15258.36
β0.800036.37
γ10.42842.02
γ2-0.5941-1.87
γ30.38001.61
γ4-0.4326-1.84
γ50.43461.97
γ6-0.2347-0.90
γ7-0.2637-0.71
γ80.84271.33
γ9-0.9106-1.41
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts