V-Lab: Hong Kong Dollar APARCH Volatility Analysis

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V-Lab

Hong Kong Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:0.86% (-0.07%)

Analysis last updated: Friday, January 27, 2023, 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	3.33
$α$	0.1503	18.19
$β$	0.8497	136.90
$γ$	-0.1014	-4.06
$δ$	1.9729	25.16

Estimation Period:
Sep 30, 2003 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts