HSI Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0391	5.30
$α$	0.1026	4.13
$β$	0.4841	3.94
$γ_{1}$	0.0050	0.02
$γ_{2}$	-0.1797	-0.49
$γ_{3}$	0.5064	2.29
$γ_{4}$	-0.6950	-2.43
$γ_{5}$	0.6433	1.95
$γ_{6}$	-0.0259	-0.08
$γ_{7}$	-0.8914	-3.10
$γ_{8}$	1.3903	4.52
$γ_{9}$	-3.6153	-8.93

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L'Occitane International SA Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other L'Occitane International SA Analyses