Skip to main content
V-Lab
V-Lab

Direxion Daily Googl Bear 1x Shares GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, October 9th, 2026

1 Day

28.32%

decreased by 0.47%

1 Week

28.58%

decreased by 0.21%

1 Month

29.41%

increased by 0.62%

Analysis last updated: Thursday, October 8, 2026 at 09:32 PM UTC

Press Delete or Backspace to remove this series.
Date Range:

from

10/08/2024

to

10/08/2026

6M ·

1Y ·

2Y ·

All

graph of Direxion Daily Googl Bear 1x Shares GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 8, 2022 to Oct 2, 2026

Model Insight

Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 days. Returns follow a Student-t distribution with v = 4.30 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 19-day half-lifev = 4.30 · fat tails
ParamValuet-stat
ωconst4.0484
0.52
αARCH0.0349
0.83
βGARCH0.9640
13.97***
νDF4.2976
0.25

0.964

Persistence

19d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.0484
0.52
α

ARCH

Response to squared shocks

0.0349
0.83
β

GARCH

Volatility persistence

0.9640
13.97***
ν

DF

Student-t tail thickness

4.2976
0.25

Persistence:

0.964

Half-life:

19 days