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	param	t-stat
$ω$	4.6707	2.69
$α$	0.2045	6.43
$β$	0.7885	28.25
$γ_{1}$	0.1070	0.35
$γ_{2}$	-0.1412	-0.33
$γ_{3}$	0.1052	0.45
$γ_{4}$	-0.2641	-1.23
$γ_{5}$	0.4140	2.53
$γ_{6}$	-0.2277	-1.67
$γ_{7}$	-0.2158	-1.27
$γ_{8}$	0.5459	3.00
$γ_{9}$	-0.5113	-3.14
$γ_{10}$	0.2511	1.65

V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:0.64% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hong Kong Dollar Analyses