V-Lab: Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

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V-Lab

Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:6.01% (+0.84%)

Analysis last updated: Tuesday, April 23, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3079	9.40
$α$	0.0885	152.36
$β$	0.9990	9605.77
$ν$	2	95422.19

Estimation Period:
Sep 30, 2003 to Apr 19, 2024