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{name} Model Equation

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Param	Value	t-stat
mwindow	31
αARCH	0.0000	0.00
βGARCH	0.0000	0.00
γleverage	0.0307	0.85
λ₁tau intercept	3.3520	0.27
λ₂forecast adj.	0.0988	0.28
λ₃tau persistence	0.0000	0.00

Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.0307	0.85
λ₁ tau intercept Baseline long-term coefficient	3.3520	0.27
λ₂ forecast adj. Forecast performance sensitivity	0.0988	0.28
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Direxion Daily Googl Bear 1x Shares MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Direxion Daily Googl Bear 1x Shares Analyses