V-Lab
Hong Kong Dollar AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:3.90% (+3.21%)
Analysis last updated: Tuesday, October 3, 2023 at 07:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1529 | 18.72 | |
| 0.8471 | 134.44 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 30, 2003 to Sep 29, 2023
Sep 30, 2003 to Sep 29, 2023
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