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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Kurv Technology Titan SE ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 23, 2024 to Aug 21, 2026

Model 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

ParameterValuet-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