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V-Lab

Kurv High Income ETF GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

24.41%

decreased by 0.56%

1 Week

26.91%

increased by 1.94%

1 Month

29.80%

increased by 4.83%

Analysis last updated: Tuesday, August 11, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

All

graph of Kurv High Income ETF GJR-GARCH

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

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8086
5.15***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.6282
10.17***
γ

leverage

Additional response to negative shocks

0.3249
5.92***

Persistence:

0.791

Half-life:

3 days