HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2650	4.47
$α$	0.2105	5.92
$β$	0.5950	10.55
$γ_{1}$	0.9440	2.52
$γ_{2}$	-1.2413	-2.09
$γ_{3}$	1.0328	1.87
$γ_{4}$	-1.4889	-2.14
$γ_{5}$	1.0519	1.61
$γ_{6}$	-0.7286	-1.72
$γ_{7}$	1.0531	2.50
$γ_{8}$	-0.6698	-1.64
$γ_{9}$	-0.1600	-0.56

V-Lab

China Gem Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Gem Holdings Ltd Analyses