HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1103	1.63
$α$	0.0960	4.65
$β$	0.9522	57.78
$γ$	0.2097	11.66

V-Lab

Xiaocaiyuan International HO EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.29% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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