SLW Short Duration Income ETF GARCH 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
1.88%
unchanged at 0.00%
1 Week
1.90%
increased by 0.02%
1 Month
1.94%
increased by 0.06%
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 | |
|---|---|---|
| 0.0001 | 0.01 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.05 |
Estimation Period:
Nov 5, 2025 to Jun 18, 2026
Nov 5, 2025 to Jun 18, 2026
Other SLW Short Duration Income ETF Analyses
Other GARCH Analyses on ETFs