HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	32.7535	327,534,900.00
$α$	0.4979	4,979,320.00
$β$	0.3978	3,977,950.00
$γ_{1}$	-21.1594	-211,593,500.00
$γ_{2}$	20.0505	200,504,600.00
$γ_{3}$	-2.9573	-29,573,210.00
$γ_{4}$	18.9475	189,475,300.00
$γ_{5}$	-3.7658	-37,658,200.00
$γ_{6}$	-14.3593	-143,592,900.00
$γ_{7}$	4.4613	44,612,750.00
$γ_{8}$	91.7531	917,531,000.00
$γ_{9}$	-561.0098	-5,610,098,000.00

V-Lab

Southwest Securities International Securities Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Southwest Securities International Securities Ltd Analyses