HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7560	5.53
$α$	0.1084	9.71
$β$	0.8513	64.07
$γ_{1}$	-0.1831	-3.71
$γ_{2}$	0.3399	4.35
$γ_{3}$	-0.2814	-4.12
$γ_{4}$	0.1264	1.80
$γ_{5}$	0.1038	1.73
$γ_{6}$	-0.1984	-3.56
$γ_{7}$	0.0854	1.27
$γ_{8}$	0.0672	1.02
$γ_{9}$	-0.0481	-0.74
$γ_{10}$	-0.0906	-1.13

V-Lab

CITIC Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:29.93% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CITIC Ltd Analyses