How volatility evolves over time

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.9727	5.04***
αARCH	0.1815	8.15***
βGARCH	0.8185	36.78***

γ₁	-0.2187	-0.58
γ₂	0.0800	0.16

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9727	5.04***
α ARCH Response to squared shocks	0.1815	8.15***
β GARCH Volatility persistence	0.8185	36.78***

γ₁	-0.2187	-0.58
γ₂	0.0800	0.16

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Vizsla Silver Corp Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Illiquidity Forecast

Parameter Estimates

Other Vizsla Silver Corp Analyses