Direxion Daily Googl Bear 1x Shares Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, October 29th, 2026
1 Day
33.05%
increased by 0.07%
1 Week
33.30%
increased by 0.32%
1 Month
33.36%
increased by 0.38%
Analysis last updated: Wednesday, October 28, 2026 at 10:06 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 8, 2022 to Oct 23, 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 | 1.3488 | 8.00*** |
| αARCH | 0.0326 | 1.12 |
| βGARCH | 0.0000 | 0.00 |
Spline Coefficients
K=2
| γ1 | 0.2731 | 2.29** |
| γ2 | -0.3342 | -2.21** |
0.033
Persistence0d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3488 | 8.00*** |
α ARCH Response to squared shocks | 0.0326 | 1.12 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=2
| γ1 | 0.2731 | 2.29** |
| γ2 | -0.3342 | -2.21** |
Persistence:
0.033
Half-life:
0 days
Other Direxion Daily Googl Bear 1x Shares Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs