HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3722	5.52
$α$	0.2129	5.07
$β$	0.4762	6.28
$γ_{1}$	-0.2169	-1.17
$γ_{2}$	0.3742	1.17
$γ_{3}$	-0.1419	-0.60
$γ_{4}$	-0.2177	-1.33
$γ_{5}$	0.3027	1.98
$γ_{6}$	0.0574	0.32
$γ_{7}$	-0.3753	-1.91
$γ_{8}$	0.3013	1.85
$γ_{9}$	0.2639	1.76

V-Lab

Good Resources Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Good Resources Holdings Ltd Analyses