HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	50.5412	505,412,400.00
$α$	0.4493	4,492,680.00
$β$	0.5507	5,507,320.00
$γ_{1}$	-2.8872	-28,871,960.00
$γ_{2}$	12.3444	123,444,300.00
$γ_{3}$	-19.4745	-194,745,200.00
$γ_{4}$	16.5431	165,431,100.00
$γ_{5}$	-7.6270	-76,269,970.00
$γ_{6}$	-208.1064	-2,081,064,000.00

V-Lab

Goldstone Investment Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Goldstone Investment Group Ltd Analyses