HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9573	7.00
$α$	0.0927	4.83
$β$	0.8657	30.90
$γ_{1}$	-0.0012	-0.55

V-Lab

HSI Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:66.56% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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