V-Lab: Hong Kong Dollar APARCH Volatility Analysis

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V-Lab

Hong Kong Dollar APARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:1.17% (+0.10%)

Analysis last updated: Thursday, November 20, 2025 at 12:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	4.19
$α$	0.1763	19.70
$β$	0.8237	100.02
$γ$	0.0440	1.74
$δ$	1.6910	28.64

Estimation Period:
Sep 30, 2003 to Nov 14, 2025

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