HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0200	6.88
$α$	0.0904	14.32
$β$	0.9096	223.99
$γ$	0.3771	8.30
$δ$	1.7372	15.18

V-Lab

ESR Group Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR Group Ltd Analyses