HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2548	3.73
$α$	0.1524	4.00
$β$	0.6736	8.51
$γ_{1}$	-1.0117	-1.34
$γ_{2}$	2.5148	2.23
$γ_{3}$	-2.8599	-3.98
$γ_{4}$	2.4735	4.43
$γ_{5}$	-2.1991	-4.01
$γ_{6}$	2.0523	4.06
$γ_{7}$	-1.1285	-2.39
$γ_{8}$	0.1776	0.39
$γ_{9}$	-0.2580	-0.74

V-Lab

Prosperity International Holdings HK Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Prosperity International Holdings HK Ltd Analyses