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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	0.0069	3.48***
α ARCH Response to squared shocks	0.0798	5.32***
β GARCH Volatility persistence	0.9728	142.92***
ν DF Student-t tail thickness	4.6366	3.42***

V-Lab

SLW Short Duration Income ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other SLW Short Duration Income ETF Analyses