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{name} Model Equation

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Param	Value	t-stat
ωconst	4.0709	0.52
αARCH	0.0360	0.83
βGARCH	0.9629	13.78***
νDF	4.2644	0.26

Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0709	0.52
α ARCH Response to squared shocks	0.0360	0.83
β GARCH Volatility persistence	0.9629	13.78***
ν DF Student-t tail thickness	4.2644	0.26

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Direxion Daily Googl Bear 1x Shares Analyses