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	0.9425	6.57***
α ARCH Response to squared shocks	0.1271	7.09***
β GARCH Volatility persistence	0.7464	19.62***

γ₁	0.0519	1.63
γ₂	-0.1005	-2.34**
γ₃	0.1044	3.64***
γ₄	-0.0887	-2.61***
γ₅	0.0306	0.77
γ₆	0.0329	0.86
γ₇	0.0088	0.21

V-Lab

Helix Resources Limited Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Helix Resources Limited Analyses