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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

Date Range:

from

to

6M ·

All

graph of Kurv High Income ETF GAS-GARCH-T

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
Hessian 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

ParameterValuet-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