HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1323	1.85
$α$	0.2096	6.17
$β$	0.7872	23.59
$γ_{1}$	-0.8917	-1.26
$γ_{2}$	1.4030	1.32
$γ_{3}$	-0.6445	-1.22
$γ_{4}$	-0.0014	-0.00
$γ_{5}$	0.0103	0.03
$γ_{6}$	0.3895	1.08
$γ_{7}$	-0.4425	-1.58
$γ_{8}$	0.2709	1.67

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SMI Holdings Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Holdings Group Ltd Analyses