HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	37.3743	373,742,500.00
$α$	0.7107	7,106,610.00
$β$	0.2893	2,892,560.00
$γ_{1}$	-85.7017	-857,016,600.00
$γ_{2}$	175.1687	1,751,687,000.00
$γ_{3}$	-101.2438	-1,012,438,000.00
$γ_{4}$	17.9540	179,540,200.00
$γ_{5}$	-47.2921	-472,920,500.00
$γ_{6}$	84.3802	843,801,900.00
$γ_{7}$	16.4770	164,769,900.00
$γ_{8}$	-272.3669	-2,723,669,000.00
$γ_{9}$	355.5836	3,555,836,000.00

V-Lab

China Dili Group Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Dili Group Analyses