HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0000	0.83
$α$	0.1066	32.27
$β$	0.8934	60.17
$γ$	0.2353	3.79
$δ$	1.5030	6.77

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Keyne Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Keyne Ltd Analyses