HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2439	2,438,510.00
$α$	0.6455	6,454,990.00
$β$	0.3545	3,545,010.00
$γ_{1}$	-2.9129	-29,129,000.00
$γ_{2}$	2.6024	26,024,280.00
$γ_{3}$	16.7524	167,523,800.00
$γ_{4}$	-8.7620	-87,620,210.00
$γ_{5}$	-35.7898	-357,897,500.00
$γ_{6}$	-87.7568	-877,567,700.00

V-Lab

China Dili Group Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Dili Group Analyses