HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.4404	34,403,870.00
$α$	0.3262	3,261,860.00
$β$	0.6738	6,738,140.00
$γ_{1}$	0.6934	6,933,980.00
$γ_{2}$	-9.6296	-96,295,870.00
$γ_{3}$	32.8633	328,633,200.00
$γ_{4}$	-121.4619	-1,214,619,000.00

V-Lab

Golden Century International Holdings Group Ltd 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