HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2069	15.22
$β$	0.1273	4.91
$γ$	0.1826	6.15
$λ_{1}$	2.8779	0.70
$λ_{2}$	0.9204	1.66
$λ_{3}$	0.0796	0.14

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SMI Holdings Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Holdings Group Ltd Analyses