HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1853	4.77
$α$	0.2788	5.52
$β$	0.5694	10.46
$γ_{1}$	0.9756	2.42
$γ_{2}$	-1.5151	-2.23
$γ_{3}$	1.2568	2.22
$γ_{4}$	-1.5609	-3.03
$γ_{5}$	1.5116	2.60
$γ_{6}$	-1.1003	-1.50
$γ_{7}$	0.6168	0.88
$γ_{8}$	0.2051	0.41
$γ_{9}$	-0.7680	-2.58

V-Lab

Carmen Century Investment Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:310.14% (-4.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carmen Century Investment Ltd Analyses