V-Lab
Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:0.77% (-0.05%)
Analysis last updated: Sunday, March 26, 2023, 01:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 17.00 | |
| 0.1393 | 19.60 | |
| 0.8607 | 155.88 |
Estimation Period:
Sep 30, 2003 to Mar 25, 2023
Sep 30, 2003 to Mar 25, 2023
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