Reflecting real market volatility.
GFI VLIX Hong Kong
Utilizing GFI’s proprietary implied volatility methodology, GFI VLIX Hong Kong is an end-of-day service that reflects the market’s near-term volatility expectation. It represents the square root volatility of par variance swap covering 30 and 90 day periods.
GFI VLIX. Where Volatility² is Realised.