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V-Lab

REX AI EQ Premium Income ETF MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

26.32%

decreased by 3.36%

1 Week

27.50%

decreased by 2.18%

1 Month

30.78%

increased by 1.10%

Analysis last updated: Monday, July 20, 2026 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of REX AI EQ Premium Income ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 4, 2024 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2501
4.46***
α

ARCH

Response to squared shocks

0.3221
12.33***
β

GARCH

Volatility persistence

0.6345
50.56***

Persistence:

0.957

Half-life:

16 days