V-Lab: Hong Kong Dollar APARCH Volatility Analysis

V-Lab

Hong Kong Dollar APARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:0.68% (-0.05%)

Analysis last updated: Wednesday, April 16, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	3.33
$α$	0.1523	18.49
$β$	0.8477	125.91
$γ$	-0.0310	-1.27
$δ$	1.9217	27.65

Estimation Period:
Sep 30, 2003 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts