V-Lab
Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:0.72% (+0.06%)
Analysis last updated: Wednesday, April 17, 2024 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2467 | -13.00 | |
| 0.3393 | 32.66 | |
| 0.9555 | 310.34 | |
| 0.0205 | 2.01 |
Estimation Period:
Sep 30, 2003 to Apr 12, 2024
Sep 30, 2003 to Apr 12, 2024
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