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V-Lab

REX HOOD Growth & Income ETF Zero Slope Spline-GARCH Volatility Analysis

Inactive

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

1 Day

69.40%

1 Week

69.51%

1 Month

69.61%

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 S0GARCH

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

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0350
4.56***
α

ARCH

Response to squared shocks

0.0663
0.66
β

GARCH

Volatility persistence

0.6447
1.39
γi Spline Coefficients
K=1
γ10.3004
0.20

Persistence:

0.711

Half-life:

2 days