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V-Lab

Direxion Daily Googl Bear 1x Shares AGARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

33.49%

increased by 0.13%

1 Week

32.80%

decreased by 0.56%

1 Month

32.54%

decreased by 0.82%

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 AGARCH

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

The news-impact curve is shifted (γ = -0.58) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.5207
14.29***
α

ARCH

Response to squared shocks

0.1233
8.36***
β

GARCH

Volatility persistence

0.2639
6.30***
γ

leverage

Additional response to negative shocks

-0.5833
-2.76***

Persistence:

0.387

Half-life:

1 days