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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3386	4.86***
α ARCH Response to squared shocks	-0.1652	-6.64***
β GARCH Volatility persistence	0.7237	25.19***
γ leverage Additional response to negative shocks	-0.4112	-15.86***

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Kurv High Income ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kurv High Income ETF Analyses