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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8051	4.63***
α ARCH Response to squared shocks	0.0679	5.73***
β GARCH Volatility persistence	0.7481	16.16***
γ leverage Additional response to negative shocks	-0.0197	-1.05

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Direxion Daily Googl Bear 1x Shares GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Direxion Daily Googl Bear 1x Shares Analyses