HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4821	4.04
$α$	0.0633	3.55
$β$	0.8418	19.43
$γ_{1}$	-1.5389	-2.41
$γ_{2}$	1.6719	1.52
$γ_{3}$	0.2537	0.24
$γ_{4}$	-0.8866	-1.03
$γ_{5}$	0.7875	1.29
$γ_{6}$	-0.4131	-0.72
$γ_{7}$	0.5903	1.01
$γ_{8}$	-1.2362	-2.17
$γ_{9}$	1.8585	3.07
$γ_{10}$	-4.0884	-5.70

V-Lab

Kin Yat Holdings Ltd 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