HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.4177	9.68
$β$	0.1463	3.26
$γ$	0.1182	1.78
$λ_{1}$	4.0950	0.98
$λ_{2}$	0.7030	1.58
$λ_{3}$	0.2365	0.43

V-Lab

Lee Hing Development Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lee Hing Development Ltd Analyses