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V-Lab
V-Lab
Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:0.48% (-0.03%)
Analysis last updated: Thursday, December 18, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar GARCH
paramt-stat
ω0.000014.50
α0.177719.40
β0.8223109.60
Estimation Period:
Sep 30, 2003 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts