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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 4, 2025 to Jun 5, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | 0.3004 | 0.20 |
Persistence:
0.711
Half-life:
2 days
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