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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Direxion Daily Googl Bear 1x Shares S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 8, 2022 to Sep 11, 2026

Model 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
ParamValuet-stat
ωconst1.3646
7.90***
αARCH0.0325
1.11
βGARCH0.0000
0.00
γi Spline Coefficients
K=2
γ10.3119
2.39**
γ2-0.3841
-2.32**

0.032

Persistence

0d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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
γi Spline Coefficients
K=2
γ10.3119
2.39**
γ2-0.3841
-2.32**

Persistence:

0.032

Half-life:

0 days