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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	0.0935	6.88***
α ARCH Response to squared shocks	0.0460	2.42**
β GARCH Volatility persistence	0.8668	32.42***
γ leverage Additional response to negative shocks	0.1744	1.62

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Semilux International Ltd -Redh GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses