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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6532	4.44***
α ARCH Response to squared shocks	0.1110	1.06
β GARCH Volatility persistence	0.0000	0.00

γ₁	15.9335	3.03***
γ₂	-25.2403	-3.86***

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SLW Short Duration Income ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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