HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9617	4.14
$α$	0.1195	4.52
$β$	0.8199	21.74
$γ_{1}$	-0.0032	-0.04
$γ_{2}$	-0.1154	-0.91
$γ_{3}$	0.2857	3.18
$γ_{4}$	-0.3858	-3.97
$γ_{5}$	0.4700	5.08
$γ_{6}$	-0.4600	-4.83
$γ_{7}$	0.3020	2.84
$γ_{8}$	0.0996	0.60

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NewOcean Energy Holdings Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NewOcean Energy Holdings Ltd Analyses