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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.91% (-0.01%)
Analysis last updated: Friday, February 6, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.53592.69
α0.20336.42
β0.790028.42
γ10.08640.28
γ2-0.1066-0.25
γ30.07900.34
γ4-0.2407-1.12
γ50.39302.38
γ6-0.2116-1.52
γ7-0.2205-1.28
γ80.53092.91
γ9-0.4686-2.78
γ100.15821.30
Estimation Period:
Sep 30, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts