HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.2122	21.28
$β$	0.4200	15.81
$γ$	-0.0206	-1.03
$λ_{1}$	1.6534	2.27
$λ_{2}$	0.9787	8.47
$λ_{3}$	0.0000	0.00

V-Lab

GTI Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GTI Holdings Ltd Analyses