HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	121
$α$	0.3360	12.24
$β$	0.4131	12.36
$γ$	-0.1354	-3.64
$λ_{1}$	9.9985	0.07
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1412	0.01

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Global Brands Group Holding Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Global Brands Group Holding Ltd Analyses