HSI Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.2753	4.53
$α$	0.2115	5.90
$β$	0.5849	10.13
$γ_{1}$	0.9715	2.62
$γ_{2}$	-1.2879	-2.19
$γ_{3}$	1.0655	1.96
$γ_{4}$	-1.5150	-2.21
$γ_{5}$	1.0864	1.69
$γ_{6}$	-0.7903	-1.88
$γ_{7}$	1.1708	2.73
$γ_{8}$	-0.9220	-1.99
$γ_{9}$	0.4861	0.76

V-Lab

China Gem Holdings Ltd 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