HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6475	19.26
$α$	0.1337	31.93
$β$	0.7836	134.77
$γ$	-0.0683	-0.93

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Li & Fung Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Li & Fung Ltd Analyses