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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5786	5.81***
α ARCH Response to squared shocks	0.0379	0.66
β GARCH Volatility persistence	0.8834	1.72*
ν DF Student-t tail thickness	19.2623	0.05

V-Lab

Global X Nasdaq-100 Income Edge ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Global X Nasdaq-100 Income Edge ETF Analyses