S&P / ASX 200 Volatility Index

CBOE EFA ETF 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	3,211.4050	11.88***
α ARCH Response to squared shocks	0.1212	31.99***
β GARCH Volatility persistence	0.8560	73.01***
ν DF Student-t tail thickness	2.0101	1,716.54***

V-Lab

Helix Resources Limited GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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