HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4843	3.75
$α$	0.2509	5.33
$β$	0.3606	3.84
$γ_{1}$	-1.2356	-2.07
$γ_{2}$	1.5046	1.69
$γ_{3}$	-0.1767	-0.36
$γ_{4}$	0.3033	0.90
$γ_{5}$	-1.1309	-3.63
$γ_{6}$	1.2132	3.93
$γ_{7}$	-0.3377	-0.94
$γ_{8}$	-0.8320	-1.17

V-Lab

GTI Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GTI Holdings Ltd Analyses