HSI Volatility Index

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	param	t-stat
$ω$	0.9547	6.13
$α$	0.0927	4.77
$β$	0.8657	30.96
$γ_{1}$	-0.0014	-0.18

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HSI Volatility Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other HSI Volatility Index Analyses