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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3568	7.96***
αARCH	0.0324	1.11
βGARCH	0.0000	0.00

γ₁	0.2935	2.36**
γ₂	-0.3610	-2.28**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3568	7.96***
α ARCH Response to squared shocks	0.0324	1.11
β GARCH Volatility persistence	0.0000	0.00

γ₁	0.2935	2.36**
γ₂	-0.3610	-2.28**

V-Lab

Direxion Daily Googl Bear 1x Shares Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Direxion Daily Googl Bear 1x Shares Analyses