HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6058	2.70
$α$	0.2541	2.44
$β$	0.6195	6.16
$γ_{1}$	-2.9190	-2.22
$γ_{2}$	4.9821	2.11
$γ_{3}$	-2.9830	-1.30
$γ_{4}$	1.0326	0.61
$γ_{5}$	-1.5739	-1.28
$γ_{6}$	3.8379	2.60
$γ_{7}$	-3.2378	-2.13
$γ_{8}$	1.2230	0.81
$γ_{9}$	-0.8520	-0.87

V-Lab

FDG Kinetic Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FDG Kinetic Ltd Analyses