HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3766	7.44
$α$	0.1397	18.63
$β$	0.8029	54.37
$γ$	-0.1583	-3.66
$δ$	0.8562	11.30

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PC Partner Group Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PC Partner Group Ltd Analyses