HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	4.4032	1.87
$α$	0.3375	4.19
$β$	0.6569	8.12
$γ_{1}$	-5.7913	-0.15
$γ_{2}$	8.1404	0.16
$γ_{3}$	7.0361	0.26
$γ_{4}$	-26.8022	-0.99
$γ_{5}$	42.0758	1.06
$γ_{6}$	-53.8702	-0.98
$γ_{7}$	62.3249	1.41
$γ_{8}$	-58.1003	-2.03
$γ_{9}$	37.9231	1.08
$γ_{10}$	-18.4031	-0.76

V-Lab

Thing On Enterprise Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thing On Enterprise Ltd Analyses