V-Lab
SLW Short Duration Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
0.95%
unchanged at 0.00%
1 Week
0.95%
unchanged at 0.00%
1 Month
0.95%
unchanged at 0.00%
Analysis last updated: Saturday, September 5, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 5, 2025 to Sep 4, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 33 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.7284 | 2.51** |
| αARCH | 0.0000 | 0.00 |
| βGARCH | 0.9791 | 7.31*** |
Spline Coefficients
K=6
| γ1 | -122.4745 | -0.93 |
| γ2 | 242.6279 | 1.55 |
| γ3 | -191.8929 | -2.48** |
| γ4 | 119.7188 | 1.07 |
| γ5 | -131.9285 | -1.11 |
| γ6 | 128.1092 | 1.78* |
0.979
Persistence33d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7284 | 2.51** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9791 | 7.31*** |
Spline Coefficients
K=6
| γ1 | -122.4745 | -0.93 |
| γ2 | 242.6279 | 1.55 |
| γ3 | -191.8929 | -2.48** |
| γ4 | 119.7188 | 1.07 |
| γ5 | -131.9285 | -1.11 |
| γ6 | 128.1092 | 1.78* |
Persistence:
0.979
Half-life:
33 days
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