FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7470	6.98***
α ARCH Response to squared shocks	0.0729	17.25***
β GARCH Volatility persistence	0.8864	167.25***
γ leverage Additional response to negative shocks	-0.1416	-6.23***
δ power Transformation power	2.0714	29.72***

V-Lab

Galileo Resources PLC Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Galileo Resources PLC Analyses