HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.1660	17.97
$β$	0.5883	30.17
$γ$	-0.0227	-1.68
$λ_{1}$	0.0288	0.43
$λ_{2}$	0.3393	4.42
$λ_{3}$	0.6607	8.40

V-Lab

AKM Industrial Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AKM Industrial Co Ltd Analyses