HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8242	1.65
$α$	0.3072	2.65
$β$	0.6322	7.51
$γ_{1}$	-2.0787	-1.86
$γ_{2}$	3.6572	2.02
$γ_{3}$	-2.1249	-1.12
$γ_{4}$	-0.6902	-0.35
$γ_{5}$	2.6528	1.92
$γ_{6}$	-1.6022	-1.61
$γ_{7}$	0.7096	0.80
$γ_{8}$	-2.1609	-1.12

V-Lab

FDG Kinetic Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FDG Kinetic Ltd Analyses