HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.3299	12.59
$β$	0.4253	15.78
$γ$	-0.0206	-0.63
$λ_{1}$	0.7076	1.97
$λ_{2}$	0.0483	1.76
$λ_{3}$	0.9362	29.95

V-Lab

China Gem Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Gem Holdings Ltd Analyses