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V-Lab

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

Volatility prediction for Thursday, August 6th, 2026

1 Day

44.25%

increased by 3.00%

1 Week

42.85%

increased by 1.60%

1 Month

42.55%

increased by 1.30%

Analysis last updated: Wednesday, August 5, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Direxion Daily Googl Bear 1x Shares SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 8, 2022 to Jul 31, 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

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2376
8.69***
α

ARCH

Response to squared shocks

0.0694
1.52
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=1
γ10.1569
2.52**

Persistence:

0.069

Half-life:

0 days