HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	24.1631	241,630,600.00
$α$	0.3514	3,514,280.00
$β$	0.6437	6,436,890.00
$γ_{1}$	-15.8915	-158,914,800.00
$γ_{2}$	22.8816	228,815,900.00
$γ_{3}$	-20.4846	-204,845,600.00
$γ_{4}$	32.1880	321,880,200.00
$γ_{5}$	-1.9102	-19,102,000.00
$γ_{6}$	-45.9643	-459,643,200.00
$γ_{7}$	106.3734	1,063,734,000.00
$γ_{8}$	-443.4880	-4,434,880,000.00

V-Lab

Keyne Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Keyne Ltd Analyses