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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0686	4.75***
α ARCH Response to squared shocks	0.2267	3.60***
β GARCH Volatility persistence	0.8244	54.87***
γ leverage Additional response to negative shocks	-0.1022	-1.33

V-Lab

Kurv Gold Enhanced Incom ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kurv Gold Enhanced Incom ETF Analyses