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V-Lab

Kurv Gold Enhanced Incom ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

26.22%

decreased by 2.51%

1 Week

26.17%

decreased by 2.56%

1 Month

26.00%

decreased by 2.73%

Analysis last updated: Tuesday, August 25, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Kurv Gold Enhanced Incom ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 8, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days. Returns follow a Student-t distribution with v = 4.94 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.5555
4.25***
α

ARCH

Response to squared shocks

0.1174
12.76***
β

GARCH

Volatility persistence

0.9684
117.73***
ν

DF

Student-t tail thickness

4.9429
4.13***

Persistence:

0.968

Half-life:

22 days