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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7174	17.17***
γ leverage Additional response to negative shocks	0.1201	7.25***
λ₁ tau intercept Baseline long-term coefficient	0.1422	0.19
λ₂ forecast adj. Forecast performance sensitivity	0.1272	0.23
λ₃ tau persistence Long-term factor persistence	0.7857	0.79

V-Lab

Kurv Technology Titan SE ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kurv Technology Titan SE ETF Analyses