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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.1586	-3.86***
α ARCH Response to squared shocks	-0.1658	-0.96
β GARCH Volatility persistence	0.9611	762.15***
γ leverage Additional response to negative shocks	-0.1106	-3.06***

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SLW Short Duration Income ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SLW Short Duration Income ETF Analyses