HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1846	3.29
$α$	0.1587	7.97
$β$	0.8073	32.79
$γ_{1}$	0.1702	1.68
$γ_{2}$	-0.3376	-2.40
$γ_{3}$	0.5548	6.02
$γ_{4}$	-0.7755	-5.58
$γ_{5}$	0.5237	3.57
$γ_{6}$	-0.1703	-1.53
$γ_{7}$	0.1092	1.35
$γ_{8}$	-0.1111	-2.07

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Joy City Property Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Joy City Property Ltd Analyses