HSI Volatility Index

CBOE EFA ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7713	18.11
$α$	0.1233	16.59
$β$	0.7740	73.75
$γ$	-0.5478	-3.75

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Pentamaster International Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pentamaster International Ltd Analyses