HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8325	2.10
$α$	0.0901	5.94
$β$	0.8543	32.92
$γ_{1}$	-0.1659	-0.26
$γ_{2}$	0.0332	0.04
$γ_{3}$	0.2585	0.41
$γ_{4}$	0.4401	0.43
$γ_{5}$	-1.4514	-0.91
$γ_{6}$	1.0687	0.68
$γ_{7}$	0.8937	0.89
$γ_{8}$	-2.2966	-3.34
$γ_{9}$	2.1042	3.22
$γ_{10}$	-1.4095	-1.57

V-Lab

Lippo Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lippo Ltd Analyses