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V-Lab

REX AI EQ Premium Income ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

18.97%

decreased by 0.25%

1 Week

19.24%

increased by 0.02%

1 Month

19.93%

increased by 0.71%

Analysis last updated: Friday, July 24, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of REX AI EQ Premium Income ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 4, 2024 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 5.78 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7590
5.62***
α

ARCH

Response to squared shocks

0.1342
8.96***
β

GARCH

Volatility persistence

0.9344
86.38***
ν

DF

Student-t tail thickness

5.7776
2.56**

Persistence:

0.934

Half-life:

10 days