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V-Lab
V-Lab
Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:0.53% (-0.04%)
Analysis last updated: Sunday, December 7, 2025 at 01:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar GARCH
paramt-stat
ω0.000015.00
α0.178019.39
β0.8220109.21
Estimation Period:
Sep 30, 2003 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts