HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4870	3.72
$α$	0.2570	5.39
$β$	0.3604	3.99
$γ_{1}$	-1.2337	-2.04
$γ_{2}$	1.5010	1.67
$γ_{3}$	-0.1777	-0.36
$γ_{4}$	0.3198	0.95
$γ_{5}$	-1.1833	-3.81
$γ_{6}$	1.3427	4.50
$γ_{7}$	-0.6295	-2.43
$γ_{8}$	-0.0871	-0.46

V-Lab

GTI Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GTI Holdings Ltd Analyses