HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1421	1.94
$α$	0.2089	6.22
$β$	0.7882	23.78
$γ_{1}$	-0.9158	-1.29
$γ_{2}$	1.4400	1.34
$γ_{3}$	-0.6616	-1.24
$γ_{4}$	0.0019	0.01
$γ_{5}$	0.0133	0.04
$γ_{6}$	0.3841	1.05
$γ_{7}$	-0.4306	-1.34
$γ_{8}$	0.2318	0.53

V-Lab

SMI Holdings Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SMI Holdings Group Ltd Analyses