HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6067	5.30
$α$	0.1909	5.59
$β$	0.5435	7.89
$γ_{1}$	-0.0179	-0.10
$γ_{2}$	-0.1323	-0.43
$γ_{3}$	0.4734	1.93
$γ_{4}$	-0.7220	-4.12
$γ_{5}$	0.6804	4.73
$γ_{6}$	-0.2950	-1.80

V-Lab

China Green Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Green Holdings Ltd Analyses