HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2764	6.96
$α$	0.1201	8.67
$β$	0.8139	40.28
$γ_{1}$	0.0460	3.06
$γ_{2}$	-0.0881	-4.04
$γ_{3}$	0.0620	4.39
$γ_{4}$	-0.0394	-2.27
$γ_{5}$	0.0992	2.47

V-Lab

Hopewell Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hopewell Holdings Ltd Analyses