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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	1.2226	5.45***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.6963	2.24**

γ₁	549.3486	4.19***
γ₂	-991.3505	-3.61***
γ₃	752.1652	2.94***
γ₄	-516.4713	-2.60***
γ₅	323.5325	1.84*
γ₆	-141.4208	-1.31

V-Lab

Roundhill UNH WeeklyPay ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Roundhill UNH WeeklyPay ETF Analyses