V-Lab
Direxion Daily Googl Bear 1x Shares APARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
42.43%
increased by 2.35%
1 Week
41.15%
increased by 1.07%
1 Month
38.21%
decreased by 1.87%
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
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. The volatility power δ = 0.84 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1664 | 4.18*** |
α ARCH Response to squared shocks | 0.0707 | 7.88*** |
β GARCH Volatility persistence | 0.8571 | 36.30*** |
γ leverage Additional response to negative shocks | -0.1290 | -1.50 |
δ power Transformation power | 0.8391 | 3.67*** |
Persistence:
0.913
Half-life:
8 days
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