HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5153	3.53
$α$	0.0776	4.28
$β$	0.8406	23.47
$γ_{1}$	-1.0566	-2.58
$γ_{2}$	1.5819	2.78
$γ_{3}$	-0.8974	-3.02
$γ_{4}$	0.5892	2.23
$γ_{5}$	-0.1689	-0.66
$γ_{6}$	-0.2262	-0.78
$γ_{7}$	0.2585	1.01

V-Lab

Kin Yat Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kin Yat Holdings Ltd Analyses