HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9232	5.42
$α$	0.1209	1.80
$β$	0.6162	2.89
$γ_{1}$	-0.0880	-0.25

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Aia Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aia Group Ltd Analyses