HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.0917	7.57
$β$	0.7060	27.17
$γ$	0.2735	6.21
$λ_{1}$	0.4547	1.43
$λ_{2}$	0.0314	1.55
$λ_{3}$	0.9686	43.80

V-Lab

FDG Kinetic Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FDG Kinetic Ltd Analyses