HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0044	4.44
$α$	0.2268	5.25
$β$	0.5401	7.26
$γ_{1}$	2.0548	3.29
$γ_{2}$	-3.2318	-3.21
$γ_{3}$	0.9956	1.26
$γ_{4}$	1.1359	1.77
$γ_{5}$	-1.6404	-3.00
$γ_{6}$	0.9208	1.63
$γ_{7}$	-0.1342	-0.24
$γ_{8}$	-0.2476	-0.60

V-Lab

Casablanca Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:62.02% (+1.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Casablanca Group Ltd Analyses