HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.3348	18.58
$β$	0.5540	36.60
$γ$	-0.0814	-2.97
$λ_{1}$	0.0894	2.83
$λ_{2}$	0.0425	5.01
$λ_{3}$	0.9543	108.01

V-Lab

Bossini International Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bossini International Holdings Ltd Analyses