HSI Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	12.1701	121,701,100.00
$α$	0.3438	3,437,710.00
$β$	0.5729	5,728,910.00
$γ_{1}$	-25.1064	-251,063,600.00
$γ_{2}$	38.4572	384,572,300.00
$γ_{3}$	19.1662	191,662,300.00
$γ_{4}$	-40.7641	-407,641,100.00
$γ_{5}$	-10.0195	-100,195,100.00
$γ_{6}$	-96.7959	-967,958,700.00

V-Lab

SRE Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SRE Group Ltd Analyses