HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5110	15.14
$α$	0.1005	16.04
$β$	0.8238	141.07
$γ$	0.0189	1.48

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Li & Fung Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Li & Fung Ltd Analyses