V-Lab
Direxion Daily Googl Bear 1x Shares GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
40.20%
increased by 0.39%
1 Week
37.72%
decreased by 2.09%
1 Month
34.23%
decreased by 5.58%
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 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8483 | 5.01*** |
α ARCH Response to squared shocks | 0.0581 | 6.84*** |
β GARCH Volatility persistence | 0.7363 | 16.27*** |
Persistence:
0.794
Half-life:
3 days
Other Direxion Daily Googl Bear 1x Shares Analyses
Other GARCH Analyses on ETFs