V-Lab
Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:0.61% (+0.09%)
Analysis last updated: Tuesday, April 23, 2024 at 07:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2465 | -12.99 | |
| 0.3394 | 32.68 | |
| 0.9556 | 310.45 | |
| 0.0206 | 2.02 |
Estimation Period:
Sep 30, 2003 to Apr 19, 2024
Sep 30, 2003 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Hong Kong Dollar Analyses