HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.5656	13.01
$α$	0.2957	9.87
$β$	0.4207	12.62
$γ$	-0.1057	-2.23

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Global Brands Group Holding Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global Brands Group Holding Ltd Analyses