HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2753	3.01
$α$	0.2204	4.05
$β$	0.3480	3.43
$γ_{1}$	4.0687	2.94
$γ_{2}$	-5.5471	-2.48
$γ_{3}$	0.9999	0.64
$γ_{4}$	1.6914	1.42
$γ_{5}$	-1.2115	-0.87
$γ_{6}$	-1.1734	-0.70
$γ_{7}$	0.9420	0.64
$γ_{8}$	3.3636	2.74
$γ_{9}$	-5.1412	-2.93
$γ_{10}$	0.4401	0.19

V-Lab

Yongsheng Advanced Materials Co Ltd 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