HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3444	2.58
$α$	0.1774	3.21
$β$	0.6951	8.77
$γ_{1}$	-0.0694	-0.20
$γ_{2}$	-0.0626	-0.13
$γ_{3}$	0.2881	0.99
$γ_{4}$	0.1864	0.47
$γ_{5}$	-0.9358	-1.76
$γ_{6}$	1.3617	2.85
$γ_{7}$	-1.7183	-2.57

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Ping An Securities Group Holdings Ltd 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