HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.0039	0.83
$β$	0.8037	63.24
$γ$	0.1043	19.37
$λ_{1}$	0.0959	0.56
$λ_{2}$	0.2956	0.59
$λ_{3}$	0.6620	1.16

V-Lab

S&P/HKEx LargeCap Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:19.10% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/HKEx LargeCap Index Analyses