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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5124	10.30***
α ARCH Response to squared shocks	0.0065	0.29
β GARCH Volatility persistence	0.5086	13.76***
γ leverage Additional response to negative shocks	0.3567	5.56***

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Kurv High Income ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kurv High Income ETF Analyses