HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7552	5.53
$α$	0.1085	9.71
$β$	0.8512	63.96
$γ_{1}$	-0.1837	-3.72
$γ_{2}$	0.3408	4.34
$γ_{3}$	-0.2813	-4.10
$γ_{4}$	0.1249	1.78
$γ_{5}$	0.1060	1.77
$γ_{6}$	-0.2001	-3.58
$γ_{7}$	0.0860	1.27
$γ_{8}$	0.0663	1.01
$γ_{9}$	-0.0459	-0.71
$γ_{10}$	-0.0913	-1.14

V-Lab

CITIC Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.81% (-0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CITIC Ltd Analyses