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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1918	11.08***
α ARCH Response to squared shocks	0.6266	14.36***
β GARCH Volatility persistence	0.9907	592.16***
γ leverage Additional response to negative shocks	-0.2072	-5.07***

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Semilux International Ltd -Redh EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses