Figure 1.
Four line graphs display time series data with variables labelled digital G S V I, return V N 30, return V N Index, and return V N 100, across weeks from 2019 to 2023.The image displays four line graphs arranged in a two by two grid, each representing different time series data over various weeks from 2019 to 2023. The top left graph is labelled digital G S V I and shows fluctuations around a baseline, with values ranging approximately from negative 0.15 to positive 0.15. The top right graph is labelled return V N Index and fluctuates within a wider range, extending from negative 2 to approximately positive 7. The bottom left graph is labelled return V N 30 and shows value fluctuations within a range similar to digital G S V I. The bottom right graph is labelled return V N 100 and remains largely within a range of negative 3 to positive 3. The horizontal axis represents time segmented into weeks from 2019 W 41 to 2023 W 42, and each vertical axis shows the corresponding variable values.

Movement of variables

Source: the authors

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