V-Lab
Kurv Technology Titan SE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
16.39%
decreased by 0.23%
1 Week
16.98%
increased by 0.36%
1 Month
18.57%
increased by 1.95%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 13 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0628 | 4.73*** |
α ARCH Response to squared shocks | 0.0977 | 1.97** |
β GARCH Volatility persistence | 0.8517 | 13.08*** |
Spline Coefficients
K=1
| γ1 | 0.0484 | 0.47 |
Persistence:
0.949
Half-life:
13 days
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