Megasht (-3X) S&P 500 DLY LV EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.68% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1320 | 1.42 | |
| -0.0222 | -1.16 | |
| 0.9262 | 33.62 | |
| 0.2395 | 14.89 |
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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