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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2025 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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