HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5455	16.33
$α$	0.1159	28.70
$β$	0.8135	135.58

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Li & Fung Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Li & Fung Ltd Analyses