HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2166	3.29
$α$	0.1592	7.91
$β$	0.8072	32.74
$γ_{1}$	0.1779	1.76
$γ_{2}$	-0.3507	-2.49
$γ_{3}$	0.5636	6.10
$γ_{4}$	-0.7818	-5.59
$γ_{5}$	0.5287	3.57
$γ_{6}$	-0.1733	-1.51
$γ_{7}$	0.1072	1.13
$γ_{8}$	-0.0998	-0.76

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Joy City Property Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Joy City Property Ltd Analyses