HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.1003	0.85
$β$	0.3480	3.23
$γ$	-0.0770	-0.72
$λ_{1}$	3.9216	0.11
$λ_{2}$	0.5055	0.13
$λ_{3}$	0.2564	0.04

V-Lab

Kin Yat Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kin Yat Holdings Ltd Analyses