HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	59.6414	596,414,100.00
$α$	0.6363	6,362,930.00
$β$	0.3637	3,637,070.00
$γ_{1}$	-0.7406	-7,406,270.00
$γ_{2}$	-2.1437	-21,436,790.00
$γ_{3}$	3.7927	37,927,260.00
$γ_{4}$	20.2365	202,365,300.00
$γ_{5}$	-161.7221	-1,617,221,000.00

V-Lab

EcoGreen International Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EcoGreen International Group Ltd Analyses