HSI Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5373	2.79***
α ARCH Response to squared shocks	0.1206	3.64***
β GARCH Volatility persistence	0.8075	17.54***

γ₁	0.0291	0.10
γ₂	-0.1462	-0.36
γ₃	0.2450	1.06
γ₄	-0.0161	-0.07
γ₅	-0.4750	-1.89*
γ₆	1.0405	4.38***
γ₇	-1.3662	-5.24***
γ₈	1.0891	2.33**

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BlockFin Holdings Ltd Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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