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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4725	4.96***
α ARCH Response to squared shocks	0.1283	1.59
β GARCH Volatility persistence	0.6648	11.00***
γ leverage Additional response to negative shocks	1.0000	1.11
δ power Transformation power	1.1166	9.35***

V-Lab

Kurv High Income ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kurv High Income ETF Analyses