HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2633	6.50
$α$	0.1007	16.15
$β$	0.8762	122.33
$γ$	0.1866	7.00
$δ$	1.5566	18.11

V-Lab

Trinity Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trinity Ltd Analyses