HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8209	6.31
$α$	0.1446	4.70
$β$	0.6388	8.64
$γ_{1}$	1.3206	3.93
$γ_{2}$	-2.6390	-4.40
$γ_{3}$	1.9346	3.40
$γ_{4}$	-0.5430	-1.12
$γ_{5}$	-0.3734	-0.81
$γ_{6}$	0.8793	1.69
$γ_{7}$	-1.1444	-1.91
$γ_{8}$	0.7170	1.15
$γ_{9}$	0.3409	0.57
$γ_{10}$	-1.1319	-1.50

V-Lab

Victory City International Holdings Ltd Spline-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