Direxion DLY TSM Bear 1X SHS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.91% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3178 | 5.39 | |
| 0.0742 | 1.07 | |
| 0.6186 | 1.68 | |
| 0.3764 | 1.95 |
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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