HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	126
$α$	0.1350	25.58
$β$	0.8688	90.35
$γ$	-0.1326	-9.31
$λ_{1}$	3.1853	0.36
$λ_{2}$	0.0210	0.35
$λ_{3}$	0.8603	2.18

V-Lab

HSI Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:91.83% (-3.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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