V-Lab: Hong Kong Dollar GARCH Volatility Analysis

V-Lab

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V-Lab

Hong Kong Dollar GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:0.48% (+0.04%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	6.67
$α$	0.1890	7.88
$β$	0.8110	50.30

Estimation Period:
Sep 30, 2003 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts