HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1215	8.85
$β$	0.5854	13.10
$γ$	0.1038	5.41
$λ_{1}$	0.0303	0.44
$λ_{2}$	0.1433	1.43
$λ_{3}$	0.8567	8.77

V-Lab

ESR Group Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR Group Ltd Analyses