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V-Lab

REX AI EQ Premium Income ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

19.46%

decreased by 0.01%

1 Week

19.46%

decreased by 0.01%

1 Month

19.44%

decreased by 0.03%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of REX AI EQ Premium Income ETF GJR-GARCH

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 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1451
10.21***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.7546
39.19***
γ

leverage

Additional response to negative shocks

0.2970
8.61***

Persistence:

0.903

Half-life:

7 days