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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

Date Range:

from

to

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 Jul 31, 2026

Model 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

ParameterValuet-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