V-Lab
Kurv High Income ETF MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
18.20%
decreased by 3.80%
1 Week
20.16%
decreased by 1.84%
1 Month
22.49%
increased by 0.49%
Analysis last updated: Tuesday, August 11, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4485 | 4.50*** |
α ARCH Response to squared shocks | 0.3938 | 5.22*** |
β GARCH Volatility persistence | 0.4040 | 12.42*** |
Persistence:
0.798
Half-life:
3 days
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