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V-Lab

Direxion Daily Googl Bear 1x Shares MEM Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

40.98%

increased by 3.94%

1 Week

40.77%

increased by 3.73%

1 Month

40.00%

increased by 2.96%

Analysis last updated: Wednesday, August 5, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Direxion Daily Googl Bear 1x Shares MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 8, 2022 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0794
2.33**
α

ARCH

Response to squared shocks

0.0510
8.33***
β

GARCH

Volatility persistence

0.9319
214.97***

Persistence:

0.983

Half-life:

40 days