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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:0.50% (-0.01%)
Analysis last updated: Friday, February 20, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.47992.63
α0.20306.37
β0.790028.34
γ10.08890.29
γ2-0.1104-0.26
γ30.08110.35
γ4-0.2417-1.14
γ50.39452.42
γ6-0.2162-1.59
γ7-0.2155-1.28
γ80.53152.93
γ9-0.4760-2.82
γ100.16621.36
Estimation Period:
Sep 30, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts