HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	50.8275	508,274,700.00
$α$	0.5671	5,670,770.00
$β$	0.4329	4,329,230.00
$γ_{1}$	46.9356	469,356,000.00
$γ_{2}$	-79.1085	-791,085,300.00
$γ_{3}$	77.8640	778,640,200.00
$γ_{4}$	-25.5594	-255,593,800.00
$γ_{5}$	-107.7878	-1,077,878,000.00
$γ_{6}$	116.4494	1,164,494,000.00
$γ_{7}$	-55.0281	-550,281,200.00
$γ_{8}$	208.1309	2,081,309,000.00
$γ_{9}$	-493.1343	-4,931,343,000.00
$γ_{10}$	489.4575	4,894,575,000.00

V-Lab

Goldstone Investment Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Goldstone Investment Group Ltd Analyses