V-Lab
V-Lab
US Dollar to Hong Kong Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:0.95% (+0.25%)

Analysis last updated: Friday, April 26, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Hong Kong Dollar AGARCH
paramt-stat
ω0.000016.50
α0.198627.12
β0.8014143.63
γ0.00000.00
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts