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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 8, 2022 to Jul 31, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | 0.1569 | 2.52** |
Persistence:
0.069
Half-life:
0 days
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