Volatility index hang seng
Hang Seng Index (“HSI”). 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 Hang Seng Indexes has launched the HSCEI Volatility Index (VHSCEI), which aims to reflect the 30-calendar-day expected volatility of the Hang Seng China Enterprises Index (HSCEI). The VHSCEI is calculated using a spectrum of prices of the two nearest-term expiration months of HSCEI options currently trading on the derivatives market of Hong Kong Exchanges and Clearing Limited. Hang Seng Indexes has unveiled the HSCEI Volatility Index which reflects the expected volatility over the next 30 days of the Hang Seng China Enterprises Index - a popular barometer of the performance of large-cap Chinese companies listed on the Hong Kong Stock Exchange. Hang Seng China Enterprises Total Return Index; Hang Seng China Enterprises Total Return Index (HHN) Flexible Hang Seng China Enterprises Index Options; MSCI Asia ex Japan Index Futures; CES China 120 Index Futures; HSI Dividend Futures; HSCEI Dividend Futures; HSI Volatility Index Futures; CES Gaming Top 10 Index Futures; Hang Seng Mainland (*) All of the HK indices are real time. ( ) Except for Hang Seng Index and GEM Index, each turnover of HK indices is computed by summing up turnovers of corresponding constituents.
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
Jan 31, 2011 VIX> in that it measures the 30-calendar-day expected volatility of the Hang Seng index using prices of options traded on the index. The VIX is Provide Index Quotes, Stocks Quotes, Charts for Hong Kong Indices. Hang Seng Index Constituents and Components are included. May 1, 2019 Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR. December 2015. Apr 12, 2018 on the future volatilities (or called realized volatility, 30;rЮ of their respective un- derlying indexes of S&P500 Index, SPX and Hang Seng Index, Hang Seng Index .HSI-HK:Hong Kong Stock Exchange. *Data is delayed | HKD. Extended Hours. Last Yield | /undefined/. - %. +- (+-%) Change. Last Yield
HANG SENG INDEX is currently 13.4% below its 200-period moving average and is in an downward trend. Volatility is high as compared to the average volatility over the last 10 periods. Our volume indicators reflect moderate flows of volume out of .HSI (mildly bearish).
Hang Seng Indexes Company Limited (HSI) is a private company in Hong Kong and wholly Exchange VIX index. VHSI measures the 30-calendar-day expected volatility of the Hang Seng index using prices of options traded on the index. 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 The HSI Volatility Index ("VHSI") aims to measure the 30-calendar-day expected volatility of the Hang Seng Index implicit in the prices of near-term and next-term Get detailed information on the HSI Volatility including charts, technical analysis, Underlying: Hang Seng What is your sentiment on HSI Volatility? or. Dec 4, 2018 Hang Seng Indexes has unveiled the HSCEI Volatility Index which reflects the expected volatility over the next 30 days of the Hang Seng China Find the latest information on HSI VOLATILITY INDEX (^HSIL) including data, charts, related news and more from Yahoo Finance. Jan 31, 2011 VIX> in that it measures the 30-calendar-day expected volatility of the Hang Seng index using prices of options traded on the index. The VIX is
Aug 14, 2019 Hong Kong's Hang Seng Index has dropped more than 11%, while The U.S. Dollar, Vix volatility index, U.S. 10-year Treasury yields, and
Index Futures and Options, Dividend Futures, HSI Volatility Index Futures and BRICS For Flexible Index Options on Hang Seng Index and Hang Seng China
Daniel Wong, Director & Head of Research and Analytics at Hang Seng Indexes, says: “We launched the HSI Volatility Index in 2011 to track the 30-calendar-day expected volatility of the Hang Seng Index, which is a barometer of the overall sentiment of the Hong Kong stock market.
Hang Seng Index (“HSI”). 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. Daniel Wong, Director & Head of Research and Analytics at Hang Seng Indexes, says: “We launched the HSI Volatility Index in 2011 to track the 30-calendar-day expected volatility of the Hang Seng Index, which is a barometer of the overall sentiment of the Hong Kong stock market.
Mini Hang Seng Index Mar '20 (HKH20). 22,159 +154 (+0.70%) 09:19 CT [HKFE]. 22,155 x 3 22,159 x 4. Mini Hang Seng Index Prices for Wed, Mar 18th, 2020. Hang Seng Index Futures Contract is a commitment to participate in the overall The VHSI is a key measure of the market's expectation of 30-day HSI volatility Aug 6, 2019 Hang Seng Volatility Index has surpassed levels since these Hong Kong protests started is now near levels following the re-escalation in the View live HANG SENG INDEX chart to track latest price changes. HS Volatility is declining still, and for now there is no sign for rising Vola within the next Index Futures and Options, Dividend Futures, HSI Volatility Index Futures and BRICS For Flexible Index Options on Hang Seng Index and Hang Seng China The volatility risk premium is defined as the VIX Index minus the S&P 500 Hang Seng, February 2001 for NASDAQ 100, January 2003 for KOSPI 200, and Hong Kong Index Futures Trading Hours, Trading HSI Futures. Closing time of Stock Index Futures and Options, Dividend Futures, HSI Volatility Index Futures and For Flexible Index Options on Hang Seng Index and Hang Seng China