V-Lab
V-Lab
Hong Kong Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:0.19% (0.00%)
Analysis last updated: Sunday, July 6, 2025 at 01:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar AGARCH
paramt-stat
ω0.000011.00
α0.160119.87
β0.8399133.39
γ0.00000.00
Estimation Period:
Sep 30, 2003 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts