Direxion DLY TSM Bear 1X SHS Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.03% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9258 | 2.77 | |
| 0.0832 | 0.77 | |
| 0.0000 | 0.00 | |
| -3.9059 | -1.33 | |
| 8.1141 | 1.72 |
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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