V-Lab
Kurv High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
28.84%
decreased by 1.23%
1 Week
29.67%
decreased by 0.40%
1 Month
30.63%
increased by 0.56%
Analysis last updated: Friday, August 7, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2025 to Aug 7, 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 | 1.0620 | 4.71*** |
α ARCH Response to squared shocks | 0.1033 | 0.98 |
β GARCH Volatility persistence | 0.6704 | 1.87* |
Spline Coefficients
K=1
| γ1 | 0.3092 | 0.43 |
Persistence:
0.774
Half-life:
3 days
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