CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

HSI Volatility Index

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{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1159	2.46**
α ARCH Response to squared shocks	0.1980	2.81***
β GARCH Volatility persistence	0.9545	49.20***
γ leverage Additional response to negative shocks	0.0890	1.13

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Hevol Services Group Co Ltd EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hevol Services Group Co Ltd Analyses