HSI Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1135	15.27
$β$	0.8183	153.46
$γ$	0.0441	5.14
$λ_{1}$	0.0030	3.61
$λ_{2}$	0.0092	6.18
$λ_{3}$	0.9896	491.36

V-Lab

S&P / Hong Kong GEM Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:16.98% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P / Hong Kong GEM Index Analyses