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EURO STOXX 50 Volatility Index

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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	276.9753	2.12**
α ARCH Response to squared shocks	0.1755	13.22***
β GARCH Volatility persistence	0.8894	16.90***
ν DF Student-t tail thickness	2.0667	97.46***

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Abionyx Pharma SA GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Abionyx Pharma SA Analyses