HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7944	5.70
$α$	0.1080	9.74
$β$	0.8523	64.85
$γ_{1}$	-0.1596	-3.21
$γ_{2}$	0.2997	3.80
$γ_{3}$	-0.2521	-3.66
$γ_{4}$	0.1083	1.53
$γ_{5}$	0.1077	1.79
$γ_{6}$	-0.1909	-3.39
$γ_{7}$	0.0713	1.06
$γ_{8}$	0.0882	1.37
$γ_{9}$	-0.0862	-1.46
$γ_{10}$	-0.0053	-0.12

V-Lab

CITIC Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.12% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CITIC Ltd Analyses