Direxion DLY TSM Bear 1X SHS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.25% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7191 | 6.16 | |
| 0.1946 | 3.76 | |
| 0.6575 | 14.29 | |
| -0.1946 | -3.54 |
Estimation Period:
Oct 3, 2024 to Feb 6, 2026
Oct 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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