CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.4340	7.19***
α ARCH Response to squared shocks	0.3450	12.76***
β GARCH Volatility persistence	0.5650	35.75***
γ leverage Additional response to negative shocks	-3.1647	-4.12***

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Abionyx Pharma SA AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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