HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0701	21.83
$β$	0.7822	71.78
$γ$	0.0609	11.54
$λ_{1}$	0.0154	3.13
$λ_{2}$	0.0198	4.94
$λ_{3}$	0.9773	209.72

V-Lab

Wheelock & Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wheelock & Co Ltd Analyses