HSI Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0519	5.77
$β$	0.5651	13.09
$γ$	0.0614	6.22
$λ_{1}$	1.3820	0.35
$λ_{2}$	0.3565	0.49
$λ_{3}$	0.4562	0.39

V-Lab

SJM Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.00% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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