HSI Volatility Index

CBOE EFA ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9573	7.00***
α ARCH Response to squared shocks	0.0927	4.83***
β GARCH Volatility persistence	0.8657	30.90***

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HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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