Megasht (-3X) S&P 500 DLY LV AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.56% (-4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5282 | 5.73 | |
| 0.1768 | 12.41 | |
| 0.6046 | 31.15 | |
| -2.1463 | -10.78 |
Estimation Period:
May 26, 2025 to Feb 6, 2026
May 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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