HSI Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1116	1.84
$β$	0.8351	9.51
$γ$	0.1067	1.85
$λ_{1}$	9.9932	1.35
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9998	73.12

V-Lab

Ferretti SPA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:60.17% (-4.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferretti SPA Analyses