HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2415	2.97
$α$	0.2198	4.02
$β$	0.3382	3.41
$γ_{1}$	3.9177	2.82
$γ_{2}$	-5.3298	-2.38
$γ_{3}$	0.9002	0.57
$γ_{4}$	1.7410	1.46
$γ_{5}$	-1.2461	-0.90
$γ_{6}$	-1.1154	-0.67
$γ_{7}$	0.8173	0.56
$γ_{8}$	3.6507	3.22
$γ_{9}$	-5.8881	-4.13
$γ_{10}$	2.7318	2.32

V-Lab

Yongsheng Advanced Materials Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yongsheng Advanced Materials Co Ltd Analyses