HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2944	19.48
$β$	0.4746	20.68
$γ$	-0.0948	-3.74
$λ_{1}$	0.0439	1.00
$λ_{2}$	0.0178	1.87
$λ_{3}$	0.9822	97.75

V-Lab

Goldin Financial Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Goldin Financial Holdings Ltd Analyses