HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5956	2.62
$α$	0.1435	3.37
$β$	0.4206	2.90
$γ_{1}$	-1.9133	-0.63
$γ_{2}$	3.4028	0.84
$γ_{3}$	-2.0426	-0.74
$γ_{4}$	-0.4644	-0.15
$γ_{5}$	1.8010	0.64
$γ_{6}$	-1.4344	-0.62
$γ_{7}$	0.4197	0.20
$γ_{8}$	0.9607	0.30
$γ_{9}$	3.9258	0.66
$γ_{10}$	-29.1386	-3.03

V-Lab

Fosun Tourism Group Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fosun Tourism Group Analyses