HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5203	7.46
$α$	0.2106	6.06
$β$	0.6101	10.17
$γ_{1}$	0.3722	3.63
$γ_{2}$	-0.6362	-3.35
$γ_{3}$	0.3567	2.11
$γ_{4}$	-0.1523	-1.01
$γ_{5}$	0.0537	0.31
$γ_{6}$	-0.1638	-0.97
$γ_{7}$	0.5881	3.63
$γ_{8}$	-0.9061	-5.58
$γ_{9}$	0.9819	6.06
$γ_{10}$	-0.9118	-4.06

V-Lab

Goldin Financial Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Goldin Financial Holdings Ltd Analyses