HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.3773	11.06
$β$	0.0857	3.56
$γ$	-0.1653	-2.31
$λ_{1}$	6.1111	0.52
$λ_{2}$	0.4033	0.76
$λ_{3}$	0.4015	0.47

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Sky Chinafortune Holdings Group Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sky Chinafortune Holdings Group Ltd Analyses