Kurv High Income ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
30.83%
decreased by 0.40%
1 Week
33.94%
increased by 2.71%
1 Month
40.13%
increased by 8.90%
Analysis last updated: Monday, July 20, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2025 to Jul 17, 2026Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.3101 | 67.66*** |
β GARCH Volatility persistence | 0.7519 | 65.72*** |
γ leverage Additional response to negative shocks | -0.3101 | -52.89*** |
λ₁ tau intercept Baseline long-term coefficient | 8.4984 | 15.92*** |
Persistence:
0.907
Half-life:
7 days
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