V-Lab
Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:0.46% (+0.07%)
Analysis last updated: Monday, April 15, 2024 at 07:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1521 | 18.79 | |
| 0.8479 | 134.54 |
Estimation Period:
Sep 30, 2003 to Apr 12, 2024
Sep 30, 2003 to Apr 12, 2024
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