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V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.82% (-0.07%)
Analysis last updated: Sunday, February 8, 2026 at 02:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar SGARCH
paramt-stat
ω4.68082.70
α0.20496.44
β0.788228.23
γ10.10630.35
γ2-0.1400-0.32
γ30.10470.45
γ4-0.2643-1.23
γ50.41292.51
γ6-0.2234-1.60
γ7-0.2221-1.29
γ80.55103.00
γ9-0.5137-3.16
γ100.25641.70
Estimation Period:
Sep 30, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts