HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	81
$α$	0.1260	16.78
$β$	0.8061	63.88
$γ$	0.0119	1.66
$λ_{1}$	0.0552	3.58
$λ_{2}$	0.0293	4.18
$λ_{3}$	0.9665	115.06

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Haitong International Securities Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Haitong International Securities Group Ltd Analyses