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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	1.0685	2.80***
α ARCH Response to squared shocks	0.1679	3.45***
β GARCH Volatility persistence	0.7959	11.68***

V-Lab

FT Vest Nasdaq-100 ETF - MAY Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FT Vest Nasdaq-100 ETF - MAY Analyses