V-Lab: Hong Kong Dollar AGARCH Volatility Analysis

V-Lab

Hong Kong Dollar AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:0.53% (+0.25%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	11.00
$α$	0.1579	19.64
$β$	0.8421	134.07
$γ$	0.0000	0.00

Estimation Period:
Sep 30, 2003 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts