HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8349	6.32
$α$	0.1798	7.12
$β$	0.7405	24.64
$γ_{1}$	0.1383	1.12
$γ_{2}$	-0.1443	-0.74
$γ_{3}$	-0.1865	-1.49
$γ_{4}$	0.3231	3.12
$γ_{5}$	-0.0137	-0.13
$γ_{6}$	-0.3588	-2.54
$γ_{7}$	0.4385	2.26
$γ_{8}$	-0.2706	-1.40

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OCBC Bank Hong Kong Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OCBC Bank Hong Kong Ltd Analyses