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	1,593.9220	5.25***
α ARCH Response to squared shocks	0.1524	28.68***
β GARCH Volatility persistence	0.9016	45.11***
ν DF Student-t tail thickness	2.0163	894.93***

V-Lab

Powerhouse Energy Group PLC GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Powerhouse Energy Group PLC Analyses