V-Lab
REX HOOD Growth & Income ETF Asy. Power MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, June 10th, 2026):
1 Day
82.85%
1 Week
78.82%
1 Month
69.77%
Analysis last updated: Wednesday, June 10, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 4, 2025 to Jun 5, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. The volatility power δ = 1.70 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 1.00 |
α ARCH Response to squared shocks | 0.0968 | 4.72*** |
β GARCH Volatility persistence | 0.8069 | 15.55*** |
γ leverage Additional response to negative shocks | 0.0038 | 0.05 |
δ power Transformation power | 1.7048 | 3.40*** |
Persistence:
0.895
Half-life:
6 days
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