HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	14.4914	8.90
$α$	0.1357	447.83
$β$	0.9990	8,840.71
$ν$	2.0000	20,000,000.00

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SRE Group Ltd GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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