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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	16.7775	9.73***
α ARCH Response to squared shocks	0.1596	81.10***
β GARCH Volatility persistence	0.9965	2,783.52***
ν DF Student-t tail thickness	2.0193

V-Lab

Semilux International Ltd -Redh GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses