HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1222	2.92
$α$	0.1271	3.45
$β$	0.7763	14.67
$γ_{1}$	3.5994	2.63
$γ_{2}$	-5.8775	-2.35
$γ_{3}$	3.7924	1.97
$γ_{4}$	-2.8462	-1.98
$γ_{5}$	1.8276	1.19
$γ_{6}$	0.5721	0.40
$γ_{7}$	-2.0276	-2.25
$γ_{8}$	0.9523	0.96
$γ_{9}$	1.0432	0.54
$γ_{10}$	-8.5201	-2.74

V-Lab

Doyen International Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Doyen International Holdings Ltd Analyses