HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9020	9,019,890.00
$α$	0.4440	4,439,690.00
$β$	0.5450	5,450,390.00
$γ_{1}$	-148.7947	-1,487,947,000.00
$γ_{2}$	297.2091	2,972,091,000.00
$γ_{3}$	-189.1309	-1,891,309,000.00
$γ_{4}$	-98.0561	-980,561,100.00
$γ_{5}$	323.5325	3,235,325,000.00
$γ_{6}$	-67.2408	-672,407,800.00
$γ_{7}$	-1,209.6700	-12,096,700,000.00
$γ_{8}$	1,993.6780	19,936,780,000.00

V-Lab

Fullwealth International Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fullwealth International Group Holdings Ltd Analyses