V-Lab
Direxion Daily Googl Bear 1x Shares GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
43.72%
increased by 1.98%
1 Week
43.24%
increased by 1.50%
1 Month
41.57%
decreased by 0.17%
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 26 trading days, meaning a shock loses half its impact after approximately 26 days. Returns follow a Student-t distribution with v = 4.16 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.3786 | 2.34** |
α ARCH Response to squared shocks | 0.0372 | 6.10*** |
β GARCH Volatility persistence | 0.9733 | 81.35*** |
ν DF Student-t tail thickness | 4.1629 | 1.75* |
Persistence:
0.973
Half-life:
26 days
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