HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	-0.0089	-1.30
$α$	0.1558	26.24
$β$	0.8662	210.08
$γ$	0.4714	8.07

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ESR Group Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR Group Ltd Analyses