HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2034	20.22
$β$	0.4231	16.86
$γ$	-0.0855	-6.52
$λ_{1}$	0.0434	0.93
$λ_{2}$	0.0499	1.99
$λ_{3}$	0.9453	35.61

V-Lab

China Properties Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Properties Group Ltd Analyses