HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	85.1313	851,313,200.00
$α$	0.6628	6,628,160.00
$β$	0.3372	3,371,840.00
$γ_{1}$	80.5942	805,941,700.00
$γ_{2}$	-61.9176	-619,175,600.00
$γ_{3}$	-15.5975	-155,974,500.00
$γ_{4}$	-11.2482	-112,482,100.00
$γ_{5}$	-2.0361	-20,361,270.00
$γ_{6}$	-7.4083	-74,083,090.00
$γ_{7}$	81.4961	814,960,700.00
$γ_{8}$	-100.7578	-1,007,578,000.00
$γ_{9}$	-83.7381	-837,380,600.00
$γ_{10}$	241.4477	2,414,477,000.00

V-Lab

China Infrastructure Investment Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Infrastructure Investment Ltd Analyses