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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0001	4.17***
α ARCH Response to squared shocks	0.1717	20.10***
β GARCH Volatility persistence	0.8283	107.84***
γ leverage Additional response to negative shocks	0.0284	1.18
δ power Transformation power	1.7772	29.46***

V-Lab

Hong Kong Dollar APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hong Kong Dollar Analyses