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V-Lab

REX HOOD Growth & Income ETF GARCH Volatility Analysis

Inactive

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

1 Day

70.74%

1 Week

70.80%

1 Month

70.86%

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 GARCH

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

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.52**
α

ARCH

Response to squared shocks

0.0596
2.44**
β

GARCH

Volatility persistence

0.6896
6.27***

Persistence:

0.749

Half-life:

2 days