V-Lab
Hong Kong Dollar AGARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:1.51% (+0.43%)
Analysis last updated: Thursday, October 3, 2024 at 07:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 11.00 | |
| 0.1578 | 18.92 | |
| 0.8422 | 130.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 30, 2003 to Sep 27, 2024
Sep 30, 2003 to Sep 27, 2024
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