V-Lab
Kurv High Income ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
26.20%
decreased by 0.52%
1 Week
25.93%
decreased by 0.79%
1 Month
25.28%
decreased by 1.44%
Analysis last updated: Friday, July 24, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2025 to Jul 24, 2026σ
MF2-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.3989 | 0.00 |
λ₃ tau persistence Long-term factor persistence | 0.5338 | 0.00 |
Persistence:
0.000
Half-life:
0 days
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