HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.2492	10.27
$β$	0.5065	18.86
$γ$	-0.0061	-0.10
$λ_{1}$	0.5647	0.10
$λ_{2}$	0.0029	0.09
$λ_{3}$	0.9719	3.70

V-Lab

Perfect Group International Holdings Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Perfect Group International Holdings Ltd Analyses