Hsi výpočet indexu volatility

01/02/1997

The expected volatility calculated is derived from the HSI option prices traded on Hong Kong Exchanges and Clearing Limited. 1.2 The methodology of the VHSI is based on the Cboe Volatility Index (“VIX”) in the US market. Modifications have been made to take into account trading characteristics of HSI options in the Find the latest information on HANG SENG INDEX (^HSI) including data, charts, related news and more from Yahoo Finance Hang Seng Composite Index - 30 Year Historical Chart. Interactive daily chart of the Hong Kong Hang Seng Composite stock market index back to 1986. Each data point represents the closing value for that trading day and is denominated in hong kong dollars (HKD). The current price is updated on an hourly basis with today's latest value. Mar 01, 2015 · Forecasting Hong Kong Hang Seng Index (HSI) Volatility using GARCH-class Models and the Implication of Index Option Pricing 1.

24.11.2020

View and download daily, weekly or monthly data to help your investment decisions. The HSI Volatility Index (VHSI) is an indicator of Hang Seng Index (HSI) volatility, and thus of the Hong Kong stock market. The VHSI is also seen as Hong Kong's premier barometer of investor sentiment. Market Data of HSI Volatility Index Futures. Equity Index. Equity Index; Hang Seng Index Futures and Options; Mini Hang Seng Index Futures and Options 01/03/2015 Hang Seng Index (“HSI”). The expected volatility calculated is derived from the HSI option prices traded on Hong Kong Exchanges and Clearing Limited.

A volatility index would play the same role as the market index play for options and futures on the index." In 1992, the CBOE hired consultant Bob Whaley to calculate values for stock market

We use cookies to give you the best possible experience on our website. By continuing to browse this site, you give consent for cookies to be used Kong including the Hang Seng index (HSI), launched the HSI Volatility index or "VHSI" on Feb. 21. The index is modeled on the lines of the Chicago Board of Exchanges VIX index .VIX in that it measures the 30-calendar-day expected volatility of the Hang Seng index using prices of options traded on the index[10].

The HSI Volatility Index (VHSI) is an indicator of Hang Seng Index (HSI) volatility, and thus of the Hong Kong stock market. The VHSI is also seen as Hong Kong's

HSI Volatility Futures Overview Comprehensive information on HSI Volatility Index Future CFDs. Get more information in one of the sections on the HSI Volatility page such as: historical data, charts, technical analysis and others. Jan 27, 2021 · The Hang Seng Index was little changed at 29,369.95 as of 10am local time, after earlier adding almost 1 per cent. Its 10-day volatility surged to its highest level since July. In mainland China The launch of the new index follows the successful introduction of the HSI Volatility Index in 2011.

Modifications have been made to take into account trading characteristics of HSI options in the Find the latest information on HANG SENG INDEX (^HSI) including data, charts, related news and more from Yahoo Finance View live HSI VOLATILITY INDEX chart to track latest price changes. HSI:VHSI trade ideas, forecasts and market news are at your disposal as well. Hang Seng Composite Index - 30 Year Historical Chart. Interactive daily chart of the Hong Kong Hang Seng Composite stock market index back to 1986.

The chart is intuitive yet powerful, offering users multiple chart types including Kong including the Hang Seng index (HSI), launched the HSI Volatility index or "VHSI" on Feb. 21. The index is modeled on the lines of the Chicago Board of Exchanges VIX index .VIX in that it measures the 30-calendar-day expected volatility of the Hang Seng index using prices of options traded on the index[10]. In this paper, I plan to discuss Market Data of HSI Volatility Index Futures. Equity Index. Equity Index; Hang Seng Index Futures and Options; Mini Hang Seng Index Futures and Options Volatilita označuje míru kolísání hodnoty aktiva nebo jeho výnosové míry (obvykle jako směrodatnou odchylku těchto změn během určitého časového úseku). ). Jedná se o nástroj, pomocí kterého lze předpokládat potenciální nárůst či pokles hodnoty aktiva v budoucnosti na základě změn hodnot tohoto aktiva v minul Nov 01, 2018 · Hong Kong: HANG SENG INDEX (.HSI) bracing for more volatility.

Comprehensive information about the HSI Volatility index. More information is available in the different sections of the HSI Volatility page, such as: historical data, charts, technical analysis and others. Candlestick Chart Area Chart; 5; 15; 30; 1H; 5H; 1D; 1W; 1M Show/Hide News; Technical Chart . Loading. Last Update: 1 Day; 1 Week; 1 Month; 3 Months; 6 Months; 1 Year; 5 years; … Crude Oil 61.66 -1.87 (-2.94%) HSI VOLATILITY INDEX (^HSIL) HSI Volatility Streaming Chart Get instant access to a free live streaming chart of the HSI Volatility. The chart is intuitive yet powerful, offering users multiple chart types including 25/05/2020 Comprehensive information about the HSI Volatility index. More information is available in the different sections of the HSI Volatility page, such as: historical data, charts, technical analysis and others.

). Jedná se o nástroj, pomocí kterého lze předpokládat potenciální nárůst či pokles hodnoty aktiva v budoucnosti na základě změn hodnot tohoto aktiva v minul Nov 01, 2018 · Hong Kong: HANG SENG INDEX (.HSI) bracing for more volatility.

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Hang Seng Index

The VHSI is also seen as Hong Kong's premier barometer of investor sentiment. Market Data of HSI Volatility Index Futures. Equity Index.