HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	38.0491	380,490,800.00
$α$	0.6439	6,439,220.00
$β$	0.3545	3,544,880.00
$γ_{1}$	-0.4778	-4,777,640.00
$γ_{2}$	-33.0893	-330,893,000.00
$γ_{3}$	113.4957	1,134,957,000.00
$γ_{4}$	-149.4742	-1,494,742,000.00
$γ_{5}$	94.9618	949,617,800.00
$γ_{6}$	-25.0868	-250,867,600.00
$γ_{7}$	4.0201	40,200,810.00
$γ_{8}$	37.0982	370,981,700.00
$γ_{9}$	-162.4115	-1,624,115,000.00
$γ_{10}$	206.9251	2,069,251,000.00

V-Lab

EcoGreen International Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EcoGreen International Group Ltd Analyses