HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2555	5.73
$α$	0.1028	5.49
$β$	0.7357	15.45
$γ_{1}$	0.5211	3.64
$γ_{2}$	-0.7776	-3.61
$γ_{3}$	0.3217	2.33
$γ_{4}$	-0.1162	-0.81
$γ_{5}$	0.1477	0.77
$γ_{6}$	-0.2182	-1.06
$γ_{7}$	0.1553	1.00
$γ_{8}$	0.0011	0.01
$γ_{9}$	-0.0919	-0.79
$γ_{10}$	0.2958	1.05

V-Lab

Welling Holding Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Welling Holding Ltd Analyses