HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	12.8955	5.45
$α$	0.1044	29.22
$β$	0.9764	233.36
$ν$	4.2896	11.55

V-Lab

Z Fin Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.04% (-2.61%)

Date Range:

Parameter Estimates

Other Z Fin Ltd Analyses