V-Lab
Direxion Daily Googl Bear 1x Shares EGARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
41.56%
increased by 1.91%
1 Week
40.17%
increased by 0.52%
1 Month
37.19%
decreased by 2.46%
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 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1358 | 4.60*** |
α ARCH Response to squared shocks | 0.1245 | 7.98*** |
β GARCH Volatility persistence | 0.9099 | 43.84*** |
γ leverage Additional response to negative shocks | 0.0142 | 1.01 |
Persistence:
0.910
Half-life:
7 days
Other Direxion Daily Googl Bear 1x Shares Analyses
Other EGARCH Analyses on ETFs