HSI Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3911	4.32
$α$	0.1961	3.37
$β$	0.0000	0.00
$γ_{1}$	-20.2404	-3.73
$γ_{2}$	18.8536	2.20
$γ_{3}$	12.8758	2.26
$γ_{4}$	-20.5700	-4.57
$γ_{5}$	15.4828	3.16
$γ_{6}$	-10.5408	-1.86
$γ_{7}$	6.3296	0.75
$γ_{8}$	-9.1085	-0.83
$γ_{9}$	28.2275	2.36

V-Lab

Ferretti SPA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:92.70% (-2.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferretti SPA Analyses