V-Lab: Hong Kong Dollar APARCH Volatility Analysis

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V-Lab

Hong Kong Dollar APARCH Volatility Analysis

Volatility Prediction for Wednesday, October 22nd, 2025:0.72% (-0.07%)

Analysis last updated: Tuesday, October 21, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	4.29
$α$	0.1780	19.60
$β$	0.8220	97.71
$γ$	0.0474	1.86
$δ$	1.6803	28.54

Estimation Period:
Sep 30, 2003 to Oct 18, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts