HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0014	3.91
$α$	0.1161	4.29
$β$	0.8355	21.73
$γ_{1}$	0.0004	0.00
$γ_{2}$	-0.1172	-0.87
$γ_{3}$	0.2813	2.91
$γ_{4}$	-0.3868	-3.69
$γ_{5}$	0.4858	4.87
$γ_{6}$	-0.4998	-5.05
$γ_{7}$	0.3959	4.02
$γ_{8}$	-0.2077	-3.00

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NewOcean Energy Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NewOcean Energy Holdings Ltd Analyses