HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.1760	23.93
$β$	0.5723	42.47
$γ$	-0.0274	-2.48
$λ_{1}$	0.0305	1.59
$λ_{2}$	0.0127	1.78
$λ_{3}$	0.9833	111.35

V-Lab

Li & Fung Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Li & Fung Ltd Analyses