HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0691	6.06
$α$	0.2258	4.00
$β$	0.5610	6.95
$γ_{1}$	-0.0804	-0.42
$γ_{2}$	0.3635	1.08
$γ_{3}$	-1.5570	-3.13

V-Lab

ESR Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR Group Ltd Analyses