HSI Volatility Index

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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0075	1.73*
α ARCH Response to squared shocks	0.0252	2.01**
β GARCH Volatility persistence	0.9678	50.31***
γ leverage Additional response to negative shocks	0.0140	0.49

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Regencell Bioscience Hol Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Regencell Bioscience Hol Ltd Analyses