HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	32.5436	2.52
$α$	0.6245	8.76
$β$	0.3751	5.28
$γ_{1}$	-0.4713	-0.78
$γ_{2}$	1.1063	0.65
$γ_{3}$	-13.6793	-0.23
$γ_{4}$	23.2180	0.17
$γ_{5}$	-16.1312	-0.12
$γ_{6}$	17.1433	0.12
$γ_{7}$	-13.9035	-0.16

V-Lab

China Energine International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Energine International Holdings Ltd Analyses