HSI Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	6.8974	68,974,260.00
$α$	0.6582	6,582,190.00
$β$	0.3418	3,417,810.00
$γ_{1}$	44.2224	442,224,300.00
$γ_{2}$	-18.6359	-186,359,000.00
$γ_{3}$	-24.2943	-242,943,300.00
$γ_{4}$	-10.4100	-104,100,300.00
$γ_{5}$	10.3336	103,335,500.00
$γ_{6}$	5.8362	58,361,640.00
$γ_{7}$	-23.3833	-233,832,500.00
$γ_{8}$	93.0004	930,004,400.00
$γ_{9}$	-206.6029	-2,066,029,000.00
$γ_{10}$	199.9186	1,999,186,000.00

V-Lab

SRE Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SRE Group Ltd Analyses