SLW Short Duration Income ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
2.34%
decreased by 0.03%
1 Week
2.37%
increased by 0.00%
1 Month
2.48%
increased by 0.11%
Analysis last updated: Tuesday, June 23, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 1.51 | |
| 0.0201 | 0.08 | |
| 0.9799 | 104.07 | |
| 1.0000 | 0.05 | |
| 1.2804 | 4.94 |
Estimation Period:
Nov 5, 2025 to Jun 18, 2026
Nov 5, 2025 to Jun 18, 2026
Other SLW Short Duration Income ETF Analyses
Other APARCH Analyses on ETFs