HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9779	9,778,980.00
$α$	0.7021	7,021,210.00
$β$	0.2979	2,978,790.00
$γ_{1}$	-25.5625	-255,625,000.00
$γ_{2}$	103.3301	1,033,301,000.00
$γ_{3}$	-121.9687	-1,219,687,000.00
$γ_{4}$	28.7998	287,998,100.00
$γ_{5}$	28.6900	286,900,400.00
$γ_{6}$	16.4886	164,886,100.00
$γ_{7}$	-70.5523	-705,523,000.00
$γ_{8}$	148.3548	1,483,548,000.00
$γ_{9}$	-306.3231	-3,063,231,000.00
$γ_{10}$	313.5255	3,135,255,000.00

V-Lab

Golden Century International Holdings Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Golden Century International Holdings Group Ltd Analyses