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V-Lab

REX HOOD Growth & Income ETF AGARCH Volatility Analysis

Inactive

Last recorded values (Wednesday, June 10th, 2026):

1 Day

65.98%

1 Week

68.63%

1 Month

69.23%

Analysis last updated: Wednesday, June 10, 2026 at 02:16 AM UTC

Date Range:

from

to

6M ·

All

graph of REX HOOD Growth & Income ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 4, 2025 to Jun 5, 2026

Model Insight

The news-impact curve is shifted (γ = 3.57) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
21.17***
α

ARCH

Response to squared shocks

0.1225
5.55***
β

GARCH

Volatility persistence

0.0112
4.82***
γ

leverage

Additional response to negative shocks

3.5697
5.21***

Persistence:

0.134

Half-life:

0 days