HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.0979	17.19
$β$	0.7248	32.91
$γ$	-0.0079	-0.65
$λ_{1}$	1.8593	0.37
$λ_{2}$	0.9412	0.36
$λ_{3}$	0.0000	0.00

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Brightoil Petroleum Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brightoil Petroleum Holdings Ltd Analyses