Direxion Daily S&P 500 Bear 3X Shares Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:94.50% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7453 | 5.21 | |
| 0.1531 | 8.38 | |
| 0.7993 | 35.57 | |
| 0.0872 | 1.44 | |
| -0.1075 | -1.25 | |
| 0.0900 | 1.52 | |
| -0.1591 | -2.45 | |
| 0.3627 | 2.45 |
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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