V-Lab
Direxion Daily Googl Bear 1x Shares Asy. MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
40.72%
increased by 5.34%
1 Week
40.54%
increased by 5.16%
1 Month
39.89%
increased by 4.51%
Analysis last updated: Wednesday, August 5, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 8, 2022 to Jul 31, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 85% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0790 | 10.08*** |
α ARCH Response to squared shocks | 0.0626 | 8.50*** |
β GARCH Volatility persistence | 0.9353 | 236.12*** |
γ leverage Additional response to negative shocks | -0.0287 | -2.62*** |
Persistence:
0.984
Half-life:
42 days
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