HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1341	11.37
$α$	0.1820	31.05
$β$	0.9374	162.84
$γ$	-0.0083	-1.11

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Li & Fung Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Li & Fung Ltd Analyses