HSI Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3970	4.14
$α$	0.2623	2.90
$β$	0.0000	0.00
$γ_{1}$	-20.1984	-3.63
$γ_{2}$	18.6062	2.11
$γ_{3}$	13.1970	2.25
$γ_{4}$	-20.7482	-4.46
$γ_{5}$	15.5745	3.05
$γ_{6}$	-10.1556	-1.77
$γ_{7}$	3.8600	0.46
$γ_{8}$	0.1068	0.01
$γ_{9}$	-0.2904	-0.04

V-Lab

Ferretti SPA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.66% (-7.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferretti SPA Analyses