Megasht (-3X) S&P 500 DLY LV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.91% (+6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6570 | 3.59 | |
| 0.2606 | 3.78 | |
| 0.7613 | 19.78 | |
| -0.2606 | -4.03 |
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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