Kurv Gold Enhanced Incom ETF GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
24.46%
decreased by 1.22%
1 Week
25.25%
decreased by 0.43%
1 Month
28.21%
increased by 2.53%
Analysis last updated: Wednesday, July 8, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 4.75 | |
| 0.2537 | 3.20 | |
| 0.8043 | 43.55 | |
| -0.1160 | -1.21 |
Estimation Period:
Jul 8, 2025 to Jul 2, 2026
Jul 8, 2025 to Jul 2, 2026
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