V-Lab
Kurv Technology Titan SE ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
16.75%
decreased by 0.12%
1 Week
17.49%
increased by 0.62%
1 Month
19.56%
increased by 2.69%
Analysis last updated: Monday, August 24, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2024 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days. Returns follow a Student-t distribution with v = 6.14 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 | 2.2926 | 5.25*** |
α ARCH Response to squared shocks | 0.0927 | 7.23*** |
β GARCH Volatility persistence | 0.9550 | 141.27*** |
ν DF Student-t tail thickness | 6.1440 | 2.08** |
Persistence:
0.955
Half-life:
15 days
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