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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	179.4571	9.97***
α ARCH Response to squared shocks	0.1593	81.63***
β GARCH Volatility persistence	0.9969	3,184.88***
ν DF Student-t tail thickness	2.0020

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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