S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	19.5370	23.91***
α ARCH Response to squared shocks	0.0856	5.94***
β GARCH Volatility persistence	0.9043	48.64***
ν DF Student-t tail thickness	40.2371	0.17

V-Lab

Purpose Solana ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Purpose Solana ETF Analyses