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CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	969.2613	3.88***
α ARCH Response to squared shocks	0.1286	17.16***
β GARCH Volatility persistence	0.8904	28.04***
ν DF Student-t tail thickness	2.0053	1,536.65***

V-Lab

SRT Marine Systems PLC GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SRT Marine Systems PLC Analyses