HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0921	14.52
$α$	0.4025	51.18
$β$	0.9801	549.09
$γ$	-0.0190	-2.55

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SRE Group Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SRE Group Ltd Analyses