HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0199	7.62
$α$	0.0566	5.45
$β$	0.8982	195.09
$γ$	0.0904	3.21

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ESR Group Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR Group Ltd Analyses