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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.2713	21.48***
α ARCH Response to squared shocks	0.1022	3.76***
β GARCH Volatility persistence	0.8009	13.96***
ν DF Student-t tail thickness	25.9575	0.15

V-Lab

Kurv High Income ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kurv High Income ETF Analyses