CBOE China ETF Volatility Index

CBOE Emerging Market Markets Volatility Index

HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.2216	52,215,720.00
$α$	0.6712	6,712,430.00
$β$	0.3288	3,287,570.00
$γ_{1}$	30.7971	307,970,500.00
$γ_{2}$	1.8527	18,526,600.00
$γ_{3}$	-33.0877	-330,877,400.00
$γ_{4}$	-58.2957	-582,957,200.00
$γ_{5}$	-64.8606	-648,606,100.00
$γ_{6}$	-31.5321	-315,321,200.00
$γ_{7}$	105.7088	1,057,088,000.00
$γ_{8}$	203.8846	2,038,846,000.00

V-Lab

Lufax Holding Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lufax Holding Ltd Analyses