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

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.3680	25.13***
α ARCH Response to squared shocks	0.3714	19.13***
β GARCH Volatility persistence	0.2492	13.46***
γ leverage Additional response to negative shocks	-0.8219	-4.25***

V-Lab

Galileo Resources PLC AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Galileo Resources PLC Analyses