HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.4666	14.57
$β$	0.4481	23.40
$γ$	-0.0999	-2.40
$λ_{1}$	0.0151	2.74
$λ_{2}$	0.0164	5.32
$λ_{3}$	0.9816	252.34

V-Lab

Chong Hing Bank Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chong Hing Bank Ltd Analyses