HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6831	3.95
$α$	0.1185	4.49
$β$	0.8353	22.19
$γ_{1}$	0.8334	1.07
$γ_{2}$	-2.0084	-1.49
$γ_{3}$	2.4632	1.92
$γ_{4}$	-1.5361	-0.96
$γ_{5}$	-1.2470	-0.80
$γ_{6}$	4.0728	3.67
$γ_{7}$	-4.8543	-2.18

V-Lab

SIS International Holdings Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.43% (-1.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SIS International Holdings Analyses