HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	8.4080	3.78
$α$	0.0602	32.06
$β$	0.9897	346.66
$ν$	4.0406	12.98

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Li & Fung Ltd GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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