V-Lab
Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:0.54% (-0.05%)
Analysis last updated: Thursday, September 19, 2024 at 07:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2534 | -13.64 | |
| 0.3469 | 33.81 | |
| 0.9543 | 316.40 | |
| 0.0184 | 1.85 |
Estimation Period:
Sep 30, 2003 to Sep 13, 2024
Sep 30, 2003 to Sep 13, 2024
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