V-Lab
Kurv High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
28.94%
increased by 0.17%
1 Week
29.48%
increased by 0.71%
1 Month
30.18%
increased by 1.41%
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, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0737 | 4.52*** |
α ARCH Response to squared shocks | 0.0905 | 0.86 |
β GARCH Volatility persistence | 0.7058 | 1.92* |
Spline Coefficients
K=1
| γ1 | 0.4162 | 0.51 |
Persistence:
0.796
Half-life:
3 days
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