HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	61
$α$	0.1873	8.27
$β$	0.4235	16.90
$γ$	0.4192	8.42
$λ_{1}$	0.2815	0.92
$λ_{2}$	0.0456	3.11
$λ_{3}$	0.9544	47.91

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China Ocean Industry Group Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Ocean Industry Group Ltd Analyses