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
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 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-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
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