HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.5946	3.31
$α$	0.2303	4.30
$β$	0.5371	5.59
$γ_{1}$	7.5212	1.13
$γ_{2}$	-3.9090	-0.34
$γ_{3}$	-5.3813	-0.54
$γ_{4}$	-2.3852	-0.33
$γ_{5}$	10.0438	1.31
$γ_{6}$	-5.9026	-0.59
$γ_{7}$	-7.8800	-0.58
$γ_{8}$	26.8624	1.45
$γ_{9}$	-47.0716	-2.15
$γ_{10}$	42.6130	2.97

V-Lab

Tam Jai International Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tam Jai International Co Ltd Analyses