HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	45.9920	3.20
$α$	0.6045	15.33
$β$	0.3951	10.05
$γ_{1}$	-0.0420	-0.09
$γ_{2}$	0.3096	0.47
$γ_{3}$	-0.9536	-1.82
$γ_{4}$	-21.0055	-0.28
$γ_{5}$	23.8003	0.12
$γ_{6}$	9.8379	0.05
$γ_{7}$	25.4356	0.16
$γ_{8}$	-66.5361	-1.08

V-Lab

Southwest Securities International Securities Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Southwest Securities International Securities Ltd Analyses