HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9669	3.53
$α$	0.0776	7.78
$β$	0.8858	59.83
$γ_{1}$	-0.0424	-0.70
$γ_{2}$	0.1111	1.32
$γ_{3}$	-0.1477	-2.83
$γ_{4}$	0.0825	1.65
$γ_{5}$	0.0590	1.25
$γ_{6}$	-0.1153	-2.78
$γ_{7}$	0.0491	0.95
$γ_{8}$	0.1076	0.75

V-Lab

Wheelock & Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wheelock & Co Ltd Analyses