HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6710	4.82
$α$	0.1180	3.02
$β$	0.6651	6.90
$γ_{1}$	0.3460	0.65
$γ_{2}$	-0.6341	-0.78
$γ_{3}$	-0.1136	-0.20
$γ_{4}$	1.1030	1.77
$γ_{5}$	-1.0398	-1.64

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Fosun Tourism Group Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fosun Tourism Group Analyses