V-Lab
Hong Kong Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:1.89% (+0.98%)
Analysis last updated: Friday, January 27, 2023, 07:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 18.00 | |
| 0.1516 | 20.36 | |
| 0.8484 | 150.97 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 30, 2003 to Jan 27, 2023
Sep 30, 2003 to Jan 27, 2023
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