HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2027	17.94
$β$	0.5377	26.19
$γ$	0.0134	0.95
$λ_{1}$	0.0536	2.19
$λ_{2}$	0.0579	3.98
$λ_{3}$	0.9414	65.95

V-Lab

NewOcean Energy Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NewOcean Energy Holdings Ltd Analyses