HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6152	4.04
$α$	0.1084	4.36
$β$	0.8396	21.67
$γ_{1}$	0.8415	1.13
$γ_{2}$	-2.0192	-1.59
$γ_{3}$	2.4736	2.07
$γ_{4}$	-1.5963	-1.08
$γ_{5}$	-0.9272	-0.64
$γ_{6}$	3.1920	3.28
$γ_{7}$	-2.8870	-5.14

V-Lab

SIS International Holdings Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:46.55% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SIS International Holdings Analyses