HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	61
$α$	0.1759	12.68
$β$	0.8350	69.15
$γ$	-0.0549	-4.03
$λ_{1}$	0.2448	2.41
$λ_{2}$	0.0337	2.34
$λ_{3}$	0.9587	57.22

V-Lab

Joy City Property Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Joy City Property Ltd Analyses