HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4033	4.29
$α$	0.2824	3.70
$β$	0.5783	8.18
$γ_{1}$	0.6266	3.07
$γ_{2}$	-0.8936	-2.68
$γ_{3}$	0.2009	0.60
$γ_{4}$	0.3717	1.07
$γ_{5}$	-0.7247	-2.84
$γ_{6}$	0.6528	2.56
$γ_{7}$	0.2986	0.89
$γ_{8}$	-1.3725	-3.80
$γ_{9}$	1.4242	3.40
$γ_{10}$	-1.4945	-2.55

V-Lab

Bossini International Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bossini International Holdings Ltd Analyses