HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3581	13.02
$α$	0.1023	27.19
$β$	0.8457	140.93
$γ$	-2.2092	-15.44

V-Lab

HSI Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:72.38% (-3.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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