V-Lab
Kurv High Income ETF GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
29.57%
decreased by 1.27%
1 Week
30.41%
decreased by 0.43%
1 Month
31.45%
increased by 0.61%
Analysis last updated: Friday, August 7, 2026 at 09:32 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.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8444 | 2.94*** |
α ARCH Response to squared shocks | 0.1031 | 3.83*** |
β GARCH Volatility persistence | 0.6889 | 7.70*** |
Persistence:
0.792
Half-life:
3 days
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