HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9324	7.11
$α$	0.1207	1.82
$β$	0.6141	2.87
$γ_{1}$	-0.0524	-0.57

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Aia Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aia Group Ltd Analyses