V-Lab
Direxion Daily Googl Bear 1x Shares Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, September 16th, 2026
1 Day
33.72%
decreased by 1.06%
1 Week
34.00%
decreased by 0.78%
1 Month
34.05%
decreased by 0.73%
Analysis last updated: Wednesday, September 16, 2026 at 02:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 8, 2022 to Sep 11, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.3646 | 7.90*** |
| αARCH | 0.0325 | 1.11 |
| βGARCH | 0.0000 | 0.00 |
Spline Coefficients
K=2
| γ1 | 0.3119 | 2.39** |
| γ2 | -0.3841 | -2.32** |
0.032
Persistence0d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3646 | 7.90*** |
α ARCH Response to squared shocks | 0.0325 | 1.11 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=2
| γ1 | 0.3119 | 2.39** |
| γ2 | -0.3841 | -2.32** |
Persistence:
0.032
Half-life:
0 days
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