HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2413	2.37
$α$	0.4079	2.79
$β$	0.5022	5.80
$γ_{1}$	0.2074	2.60
$γ_{2}$	-0.4621	-3.25
$γ_{3}$	0.3705	2.57
$γ_{4}$	-0.1794	-0.90
$γ_{5}$	0.2064	0.94
$γ_{6}$	-0.2930	-1.80
$γ_{7}$	0.3477	2.78
$γ_{8}$	-0.5480	-4.03
$γ_{9}$	0.6934	4.27
$γ_{10}$	-0.6895	-3.19

V-Lab

Chong Hing Bank Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chong Hing Bank Ltd Analyses