HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1185	5.87
$α$	0.2130	3.40
$β$	0.5181	5.06
$γ_{1}$	-0.1740	-0.67
$γ_{2}$	0.2482	0.57
$γ_{3}$	-0.2584	-0.82
$γ_{4}$	0.5357	2.22
$γ_{5}$	-0.5756	-2.70
$γ_{6}$	0.3445	1.38
$γ_{7}$	-1.5310	-3.13

V-Lab

Yashili International Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yashili International Holdings Ltd Analyses