V-Lab
Kurv Technology Titan SE ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
17.88%
increased by 0.05%
1 Week
18.46%
increased by 0.63%
1 Month
19.88%
increased by 2.05%
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 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1310 | 6.00*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8508 | 51.87*** |
γ leverage Additional response to negative shocks | 0.1620 | 4.16*** |
Persistence:
0.932
Half-life:
10 days
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