HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7936	5.70
$α$	0.1080	9.74
$β$	0.8523	64.77
$γ_{1}$	-0.1601	-3.21
$γ_{2}$	0.3002	3.79
$γ_{3}$	-0.2514	-3.64
$γ_{4}$	0.1063	1.50
$γ_{5}$	0.1102	1.84
$γ_{6}$	-0.1924	-3.39
$γ_{7}$	0.0712	1.05
$γ_{8}$	0.0881	1.36
$γ_{9}$	-0.0843	-1.42
$γ_{10}$	-0.0074	-0.17

V-Lab

CITIC Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.19% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CITIC Ltd Analyses