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 4th, 2023:0.67% (-0.03%)

Analysis last updated: Tuesday, October 3, 2023 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	3.43
$α$	0.1491	17.13
$β$	0.8509	126.36
$γ$	-0.0593	-2.33
$δ$	1.9505	26.08

Estimation Period:
Sep 30, 2003 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts