HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5007	10.51
$α$	0.1194	15.79
$β$	0.8813	140.49
$γ$	-0.1139	-11.70

V-Lab

HSI Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:82.21% (+0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HSI Volatility Index Analyses