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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	80.2152	10.08***
α ARCH Response to squared shocks	0.1552	80.90***
β GARCH Volatility persistence	0.9970	3,334.37***
ν DF Student-t tail thickness	2.0044

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses