HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8561	6.07
$α$	0.1804	7.27
$β$	0.7490	25.44
$γ_{1}$	0.1432	1.12
$γ_{2}$	-0.1512	-0.75
$γ_{3}$	-0.1848	-1.41
$γ_{4}$	0.3218	2.98
$γ_{5}$	-0.0025	-0.02
$γ_{6}$	-0.3978	-2.42
$γ_{7}$	0.5422	2.08
$γ_{8}$	-0.5479	-1.69

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OCBC Bank Hong Kong Ltd 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