HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6042	5.72
$α$	0.1159	3.39
$β$	0.7248	8.50
$γ_{1}$	-1.1693	-2.96
$γ_{2}$	1.8548	2.97
$γ_{3}$	-1.1762	-2.99
$γ_{4}$	0.9145	3.37
$γ_{5}$	-0.8877	-3.33
$γ_{6}$	0.8313	2.61
$γ_{7}$	-0.8721	-2.05

V-Lab

PC Partner Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PC Partner Group Ltd Analyses