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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	0.0996	1.62
α ARCH Response to squared shocks	0.2475	3.46***
β GARCH Volatility persistence	0.7498	10.51***

γ₁	-4.2030	-0.37
γ₂	4.4700	0.26
γ₃	33.0192	2.41**
γ₄	-77.6915	-2.75***
γ₅	65.5157	1.62
γ₆	-34.0138	-1.01
γ₇	8.7935	0.29
γ₈	40.7898	0.74
γ₉	-62.4574	-1.17

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