HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2610	19.94
$β$	0.4135	12.26
$γ$	-0.1682	-7.01
$λ_{1}$	2.5901	0.58
$λ_{2}$	0.5648	0.63
$λ_{3}$	0.3068	0.27

V-Lab

Good Friend International Holdings Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Good Friend International Holdings Inc Analyses