HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	29.3660	293,660,200.00
$α$	0.5607	5,606,770.00
$β$	0.4393	4,393,230.00
$γ_{1}$	-30.3992	-303,991,500.00
$γ_{2}$	55.9261	559,260,500.00
$γ_{3}$	24.9315	249,315,000.00
$γ_{4}$	-93.8455	-938,454,700.00
$γ_{5}$	74.4291	744,291,400.00
$γ_{6}$	-44.1133	-441,132,600.00
$γ_{7}$	-40.2749	-402,748,700.00
$γ_{8}$	182.9057	1,829,057,000.00
$γ_{9}$	-390.1025	-3,901,025,000.00
$γ_{10}$	439.6949	4,396,949,000.00

V-Lab

Silk Road Logistics Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Silk Road Logistics Holdings Ltd Analyses