V-Lab
Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:0.74% (+0.11%)
Analysis last updated: Thursday, April 25, 2024 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2465 | -12.99 | |
| 0.3394 | 32.68 | |
| 0.9556 | 310.45 | |
| 0.0206 | 2.02 |
Estimation Period:
Sep 30, 2003 to Apr 19, 2024
Sep 30, 2003 to Apr 19, 2024
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