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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

Date Range:

from

to

6M ·

All

graph of Kurv High Income ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 31, 2025 to Aug 7, 2026

Model 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

ParameterValuet-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