V-Lab: Hong Kong Dollar APARCH Volatility Analysis

V-Lab

Hong Kong Dollar APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:0.19% (-0.01%)

Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	3.63
$α$	0.1580	19.09
$β$	0.8420	124.48
$γ$	-0.0211	-0.92
$δ$	1.9379	27.47

Estimation Period:
Sep 30, 2003 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts