HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9276	3.24
$α$	0.2444	5.21
$β$	0.1768	1.99
$γ_{1}$	-1.9811	-0.76
$γ_{2}$	3.8437	1.11
$γ_{3}$	-3.4159	-2.42
$γ_{4}$	3.6465	3.34
$γ_{5}$	-5.0650	-4.29
$γ_{6}$	5.0841	3.34
$γ_{7}$	-3.0402	-2.19
$γ_{8}$	3.6497	3.86
$γ_{9}$	-8.4769	-7.88
$γ_{10}$	9.0811	11.99

V-Lab

Dragon Crown Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dragon Crown Group Holdings Ltd Analyses