Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:4.98% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2440 | 9.32 | |
| 0.0906 | 160.92 | |
| 0.9990 | 9,514.29 | |
| 2.0054 | 74,272.52 |
Estimation Period:
Sep 30, 2003 to Feb 13, 2026
Sep 30, 2003 to Feb 13, 2026
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