HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0368	4.35
$α$	0.2347	5.46
$β$	0.5567	8.16
$γ_{1}$	2.0822	3.23
$γ_{2}$	-3.2677	-3.13
$γ_{3}$	1.0095	1.23
$γ_{4}$	1.1091	1.67
$γ_{5}$	-1.5578	-2.71
$γ_{6}$	0.7123	1.16
$γ_{7}$	0.3498	0.48
$γ_{8}$	-1.6353	-1.42

V-Lab

Casablanca Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.17% (+3.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Casablanca Group Ltd Analyses