Direxion Daily Small Cap Bear 3X Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.46% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3253 | 14.32 | |
| 0.1695 | 21.79 | |
| 0.8950 | 336.23 | |
| -0.1502 | -17.97 |
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Nov 19, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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