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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0001	4.11***
α ARCH Response to squared shocks	0.1718	20.10***
β GARCH Volatility persistence	0.8282	107.60***
γ leverage Additional response to negative shocks	0.0286	1.18
δ power Transformation power	1.7707	29.47***

V-Lab

Hong Kong Dollar APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hong Kong Dollar Analyses