HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9432	8.23
$α$	0.1089	4.76
$β$	0.7918	20.95
$γ_{1}$	0.0175	2.02

V-Lab

Trinity Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trinity Ltd Analyses