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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	0.0863	1.23
α ARCH Response to squared shocks	0.2650	2.85***
β GARCH Volatility persistence	0.7295	8.06***

γ₁	0.2735	0.01
γ₂	-16.2828	-0.40
γ₃	72.6129	1.27
γ₄	-101.1686	-1.50
γ₅	49.8267	1.05
γ₆	-8.3097	-0.34
γ₇	5.3033	0.25
γ₈	-3.5388	-0.16
γ₉	17.7422	0.62
γ₁₀	-30.4368	-1.13

V-Lab

Semilux International Ltd -Redh Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Semilux International Ltd -Redh Analyses