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	0.9326	5.91***
α ARCH Response to squared shocks	0.1138	6.71***
β GARCH Volatility persistence	0.7907	24.53***

γ₁	0.0442	1.27
γ₂	-0.0892	-1.93*
γ₃	0.0976	3.19***
γ₄	-0.0798	-2.19**
γ₅	0.0126	0.31
γ₆	0.0750	1.96*
γ₇	-0.1038	-3.86***

V-Lab

Helix Resources Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Helix Resources Limited Analyses