HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2068	3.59
$α$	0.1801	5.66
$β$	0.7698	24.51
$γ_{1}$	-0.0722	-0.95
$γ_{2}$	0.1652	1.55
$γ_{3}$	-0.1369	-2.76

V-Lab

Good Friend International Holdings Inc Zero Slope Spline-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