V-Lab
Kurv High Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
32.73%
unchanged at 0.00%
1 Week
32.73%
unchanged at 0.00%
1 Month
32.73%
unchanged at 0.00%
Analysis last updated: Friday, August 7, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2025 to Aug 7, 2026Hessian SE
Model Insight
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days. Returns follow a Student-t distribution with v = 13.08 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.2513 | 0.28 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9624 | 0.08 |
ν DF Student-t tail thickness | 13.0812 | 0.01 |
Persistence:
0.962
Half-life:
18 days
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