V-Lab: Hong Kong Dollar APARCH Volatility Analysis

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V-Lab

Hong Kong Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:1.05% (-0.12%)

Analysis last updated: Friday, November 21, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	4.24
$α$	0.1764	19.72
$β$	0.8236	100.28
$γ$	0.0409	1.63
$δ$	1.7046	28.69

Estimation Period:
Sep 30, 2003 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts