HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.1635	12.18
$β$	0.6851	29.91
$γ$	-0.1058	-8.74
$λ_{1}$	3.5720	0.20
$λ_{2}$	0.7705	0.20
$λ_{3}$	0.0000	0.00

V-Lab

Victory City International Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Victory City International Holdings Ltd Analyses