Direxion Daily Transportation Bull 3x Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.55% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4211 | 10.01 | |
| 0.0019 | 0.67 | |
| 0.9283 | 328.24 | |
| 0.0883 | 12.38 |
Estimation Period:
May 3, 2017 to Feb 6, 2026
May 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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