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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4577	8.62***
α ARCH Response to squared shocks	0.1751	6.88***
β GARCH Volatility persistence	0.5123	13.16***
γ leverage Additional response to negative shocks	0.5314	5.83***
δ power Transformation power	1.6883	6.58***

V-Lab

Kurv High Income ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kurv High Income ETF Analyses