HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5871	2.46
$α$	0.1957	3.36
$β$	0.6792	8.86
$γ_{1}$	0.4389	0.60
$γ_{2}$	-0.7962	-0.76
$γ_{3}$	0.2845	0.42
$γ_{4}$	0.4396	0.78
$γ_{5}$	-0.4719	-0.55
$γ_{6}$	0.8346	0.61
$γ_{7}$	-2.1760	-1.36
$γ_{8}$	2.9291	2.38
$γ_{9}$	-2.1689	-2.42
$γ_{10}$	0.6571	1.04

V-Lab

Ping An Securities Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ping An Securities Group Holdings Ltd Analyses